Forum: Traders Hideout
December 4th, 2018, 05:18 AM
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Replies: 4
Views: 773
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Forum: Traders Hideout
December 2nd, 2018, 11:09 AM
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Replies: 4
Views: 773
Value-at-Risk(Backtesting)
Hello everyone!
Could someone help me to understand what is the correct way to calculate VaR in following case?
- If backtesting shows that 10-day 99% VaR has been exceeded in 10 days during...
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