Statistica
5 Domande
0 Risposte
RANK
138.104
of 300.863
REPUTAZIONE
0
CONTRIBUTI
5 Domande
0 Risposte
ACCETTAZIONE DELLE RISPOSTE
0.0%
VOTI RICEVUTI
0
RANK
of 171.413
CONTRIBUTI
0 Problemi
0 Soluzioni
PUNTEGGIO
0
NUMERO DI BADGE
0
CONTRIBUTI
0 Post
CONTRIBUTI
0 Pubblico Canali
VALUTAZIONE MEDIA
CONTRIBUTI
0 Punti principali
NUMERO MEDIO DI LIKE
Feeds
Domanda
I'm getting an error which I don't understand: index exceeds matrix dimensions, what does it mean?
When i'm using this code: for i=1:size(m,1) VaR(i,1)=-quantile(AEurostoxAR(i+m,1),0.05); end i'm getting this error: ...
oltre 11 anni fa | 0 risposte | 0
0
risposteDomanda
How to assign weights to returns when using the WHS method in matlab?
Can someone please explain to me how I can assign weights to returns in Matlab? I'm using the η τ ={ηt-1 (1- η)/1- ηm} formula w...
quasi 12 anni fa | 0 risposte | 0
0
risposteDomanda
How to assign weights to returns when doing the whs method?
Hello, I want to use the weighted historical simulation method to calculate the VaR. I will use a rolling window of 250, how ...
quasi 12 anni fa | 0 risposte | 0
0
risposteDomanda
why do my ascending returns and normally distributed returns have the same solution when calculating the VaR with the historical simulation approach?
My returns consist of 1 column and 61 rows. I calculated my VaR by using the VaR_HS.hist_86_95=quantile(sorted_return_86,0.95,1)...
quasi 12 anni fa | 0 risposte | 0
0
risposteDomanda
What am I missing in my HS VaR code?
I have to calculate the value at risk with the help of the historical simulation approach, over some past returns. I used the fo...
quasi 12 anni fa | 0 risposte | 0
