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Thanks, Gareth Now, I have known that what it wrong is the command “@mrnd” which is normal distribution and I have to change to “@mrnd” which is uniform random number, so all number in matrix would be positive. And I’m sorry that I made mistake for the first code. The matrix “ht_norm_for” will now d...

Greetings My name’s Arun, I’m from Thailand. I’m in my senior year studying Economics at Chulalongkorn University Now I’m doing my dissertation about comparing the effectiveness of calculating Value-at-Risk between varied methods (models). One of them is a semi-parametric method (called “Filtered Hi...