Backtesting VaR: Kupiec coverage test (Excel)

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  • Опубликовано: 16 янв 2025

Комментарии • 6

  • @NEDLeducation
    @NEDLeducation  2 года назад +1

    You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
    Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

  • @khalidfadel4693
    @khalidfadel4693 2 года назад

    Hi Sir, Just is the best of the best teaching tutorials in finance and econometrics and not only that using excel tools for to create the models, thank you very much and God bless you.

    • @NEDLeducation
      @NEDLeducation  2 года назад

      Hi Khalid, and many thanks for the kind words. Stay tuned for more videos in risk management!

  • @finalpurez
    @finalpurez Год назад

    thank you so much for this video!

  • @arancharamirezchueca1090
    @arancharamirezchueca1090 Год назад

    Hi Sir! nice video, one question, you take into account only if it is negative right? so as it is VaR you do not consider the returns above 2.45 but only the ones below 2.45?

  • @robertobentodeaquino1621
    @robertobentodeaquino1621 2 года назад

    Hello friend, could you record a video explaining how to make prediction using the garch model? Thanks!!