A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...

A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...

It stands for historical value at risk (historical VaR); a method of calculating value-at-risk (VaR) that is based on historical...

A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...

A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...