Calculation Value at Risk in Matlab
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Udit06
il 1 Lug 2024
Hi Preeti,
In addition to Umar's response, you can also refer to the following MathWorks documentation that explains how Value-at-Risk can be estimated using the Historical Simulation Method.
Additionally, you can also refer to the following MathWorks documentation to understand more about the "garch" model.
I hope it helps.
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