« first day (1938 days earlier)   

4:05 PM
0
Q: Name all Types of Value at Risk prediction Models you know

AlexI am trying to find/create a list of VaR prediction models. Until know I know how to Predict VaR with the following Models/Methods: Historical Simulation, Monte-Carlo-Simulation, Variance/Covariance approach, Extrem Value theorie, GARCH, Stochastik Volatility Model, What other Models / Methods...

 

« first day (1938 days earlier)