E-views Value at risk and Expected Shortfall question Solving
$30-250 USD
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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
项目ID: #20363336
关于项目
有8名威客正在参与此工作的竞标,均价$135/小时
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 更多
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
I am an experienced data analyst, with deep insight on EViews and other programs. I'll deliver exceptional work within the agreed timelines.
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 更多
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 更多