Future vs Historical Distribution

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강의 계획서 보기

배우게 될 기술

Risk Analysis, R Programming, Risk Management, Financial Risk, Portfolio (Finance)

수업에서
Risk Management under Volatility Clustering
This module covers how to test for the presence of volatility clustering, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns exhibit volatility clustering.

강사:

  • David Hsieh

    David Hsieh

    Bank of America Professor

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