E-views Value at risk and Expected Shortfall question Solving

已关闭 已发布的 4 年前 货到付款
已关闭 货到付款

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

金融研究 金融市场 财务分析 Excel 财务

项目ID: #20363336

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8个方案 远程项目 活跃的4 年前

有8名威客正在参与此工作的竞标,均价$135/小时

TheLKteam

Hi, I've been developping Time series models using Eviews and R for several years and would like to work on your project. I assure you you will be impressed by the quality of my work as did every single client of mine 更多

$150 USD 在4天内
(6条评论)
4.8
rIbrarahmed

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

$140USD 在1天里
(16条评论)
3.9
rakkym

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

$140 USD 在7天内
(1条评论)
1.2
Samce

I am an experienced data analyst, with deep insight on EViews and other programs. I'll deliver exceptional work within the agreed timelines.

$30 USD 在2天内
(0条评论)
0.0
jagdishsharma2

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

$155 USD 在3天内
(0条评论)
0.0
candraalkaff

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

$140 USD 在7天内
(0条评论)
0.0
Souadazyz

Bonjour je suis une analyste financieres . j avais deja ce genre de travaux que j ai bien reussi je vous demande de m envoyer un echantillon pour tester Merci Relevant Skills and Experience Analyse financieres recher 更多

$172 USD 在3天内
(0条评论)
0.0
ihsan7401

I completed my post-graduation in Economics. In Statistics and Applied Time series Econometric, I studied different forecasting methods and apply on statistical tools like Excel, SPSS, E-views, and STATA. I have a firm 更多

$150USD 在1天里
(3条评论)
1.9