E-views Value at risk and Expected Shortfall question Solving

The goal of this project is to compute the Value-at-Risk (VaR) and Expected Shortfall (ES) of a portfolio of four equities using several different approaches.

It will be divided into 5 parts

Part I: Testing for Autoregressive Conditional Heteroskedasticity (ARCH) Effects and Estimating GARCH (1,1) models

II: Time-Varying Conditional Correlation

Part III: Constructing the Portfolio and Volatility Modelling [10 POINTS]

Part IV: Parametric VaR and ES

VI: The Model Building (or Variance-Covariance) Approach

More details when you contact me

Kemahiran: Kajian Kewangan, Pasaran Kewangan, Analisis Kewangan, Excel, Kewangan

Lihat lagi: matlab value risk, matlab correlation value risk, extreme value theory value risk matlab, free matlab codes value risk, value risk matlab code, value risk extreme value theory, risk management assignment question, value risk, theoretical electrical question solving, equity problem question solving, expected shortfall calculation, java value risk, essay value risk management, calculate value risk expected shortfall, value risk historical method matlab, expected shortfall matlab, expected shortfall risk calculation, e-views, expected salary question

Tentang Majikan:
( 16 ulasan ) Beirut, Lebanon

ID Projek: #20363336

8 pekerja bebas membida secara purata $135 untuk pekerjaan ini


Hi, I've been developping Time series models using Eviews and R for several years and would like to work on your project. I assure you you will be impressed by the quality of my work as did every single client of mine Lagi

$150 USD dalam 4 hari
(6 Ulasan)

Hi, I am very good in accounting and finance having 6 years of working experience in a multinational organization. Apart from that we have a team of skilled CA, ACCA, MBA's People and all are well experienced. we done Lagi

$140 USD dalam sehari
(16 Ulasan)

Hey, I am a CFA, US Charter holder. Have helped multiple students in past with these assignment. Can help you out in quick time. Thanks

$140 USD dalam 7 hari
(1 Ulasan)

I am an experienced data analyst, with deep insight on EViews and other programs. I'll deliver exceptional work within the agreed timelines.

$30 USD dalam 2 hari
(0 Ulasan)

I spent 10 years in core risk management activities of financial markets. I can solve VaR related questions with variance-covariance or historical simulation method. Relevant Skills and Experience MBA finance, MS Exce Lagi

$155 USD dalam 3 hari
(0 Ulasan)

I master the excel program and can work carefully and quickly. My experience in data entry is that I have worked in the admin section of Gameloft Indonesia, which is tasked with entering employee attendance data, sales Lagi

$140 USD dalam 7 hari
(0 Ulasan)

Bonjour je suis une analyste financieres . j avais deja ce genre de travaux que j ai bien reussi je vous demande de m envoyer un echantillon pour tester Merci Relevant Skills and Experience Analyse financieres recher Lagi

$172 USD dalam 3 hari
(0 Ulasan)

I completed my post-graduation in Economics. In Statistics and Applied Time series Econometric, I studied different forecasting methods and apply on statistical tools like Excel, SPSS, E-views, and STATA. I have a firm Lagi

$150 USD dalam sehari
(3 Ulasan)