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Estimating Value at Risk

Posted: Wed Jul 26, 2017 5:05 am
by tr206
Dear all,
I want to estimate the Value at Risk using different methods such as Monte Carlo, historical and normal. How can I do that in eviews?

Thanks for your help.

Re: Estimating Value at Risk

Posted: Wed Jul 26, 2017 6:48 am
by EViews Mirza
We will describe how to do a Monte Carlo experiment in an upcoming blog post. That would certainly help you get started.