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    YouTube T4-01: Three approaches to value at risk (VaR) and volatility

    Thank you for such a detailed reply David. You have always been helpful.
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    YouTube T4-01: Three approaches to value at risk (VaR) and volatility

    Hello David. I calculated VaR and ES by ranking the losses and gains and then cutting a 5% percentile to calculate VaR. And another time I used the exactly same data, calculated the mean return and SD and z-value and calculated VaR. The two answers were very different. Is it normal? If yes...
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