Estimating Value ar risk
Posted: Tue Dec 28, 2010 8:43 am
Hi
I am working on a project and I need to estimate the Value at risk for the exchange rate risk. The method I want to use is variance-covariance method. I also want to make the rentability graphs for the every day change in the exchange rates for 10 currencies.
I am not familiarized with eviews and all the articles on this subject that i found do not explain step by step what i need to do in eviews.
If someone could help me I would be very thankful.
Thank you!
I am working on a project and I need to estimate the Value at risk for the exchange rate risk. The method I want to use is variance-covariance method. I also want to make the rentability graphs for the every day change in the exchange rates for 10 currencies.
I am not familiarized with eviews and all the articles on this subject that i found do not explain step by step what i need to do in eviews.
If someone could help me I would be very thankful.
Thank you!