Estimating Value at Risk
Posted: Wed Jul 26, 2017 5:05 am
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.
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.