Value at Risk

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marcounam
Posts: 49
Joined: Tue Jan 11, 2011 10:42 am

Value at Risk

Postby marcounam » Wed Jan 12, 2011 4:11 pm

Hello:

One question: Given a series, can the 99% Value at Risk of the series be calculated given that each observation in the series has equal probability?

Thanks a lot!
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