Browsing Research and Publications by Subject "Symmetric CAViaR"
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Application of Conditional Autoregressive Value at Risk Model to Kenyan Stocks: A Comparative Study
(Science Publishing Group, 2017-05-22)Value at Risk (VaR) became the industry accepted measure for risk by financial institutions and their regulators after the Basel I Accords agreement of 1996. As a result, many methodologies of estimating VaR models used ...