The weighting-of-observations procedure in Section 13.3 gives the one-day 99% VaR equal to $282,204 and the one-day
Question:
The “weighting-of-observations” procedure in Section 13.3 gives the one-day 99% VaR equal to $282,204 and the one-day ES as $400,914. Use the spreadsheets on the author’s website to calculate these measures when the l parameter in this procedure is changed from 0.995 to 0.99.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 66% (9 reviews)
The VaR ...View the full answer
Answered By
Nicole omwa
Being a highly skilled tutor with at least 5 years of tutoring experience in different areas, I learned how to help diverse learners in writing drafts of research papers, actual research papers and locate credible sources. My assurance is built upon my varied knowledge of a variety of subjects. Furthermore, my involvement and interaction with numerous learners of all levels has allowed me to understand my clients' specific demands. Ultimately, this has aided me in being a better coach to learners to better their grades. Essentially, my responsibilities as a tutor would include:
Teaching abilities that assist pupils in enhancing their academic performance
Personal interaction with learners to make them understand abstract concepts
Inducing new skills and knowledge into their academic journeys
Fostering individual reflection, and independent and critical thinking
Editing and proofreading
Because I am constantly available to respond to your queries, you may decide to rely on me whenever you require my assistance. As an assurance, my knowledge skills and expertise enable me to quickly assist learners with different academic challenges in areas with difficulty in understanding. Ultimately, I believe that I am a reliable tutor concerned about my learner's needs and interests to solve their urgent projects. My purpose is always to assist them in comprehending abstract schoolwork and mastering their subjects. I also understand that plagiarism is a severe offense and has serious ramifications. Owing to this, I always make it a point to educate learners on the numerous strategies to have uniquely unique solutions. I am familiar with the following formatting styles:
MLA
APA
Harvard
Chicago
IEEE
Communication is always the key in every interaction with my learners. Hence, I provide timely communication about the progress of assigned projects. As a result, I make sure that I maintain excellent communication with all of my clients. I can engage with all of my customers more effectively, assisting them with their unique academic demands. Furthermore, I attempt to establish a solid working relationship with my leaners I have exceptional abilities in the below areas;
Sociology
History
Nursing
Psychology
Literature
Health and Medicine
Chemistry
Biology
Management
Marketing
Business
Earth Science
Environmental Studies
Education
Being a teacher who aces in diverse fields, I provide various academic tasks, which include;
Academic Reports
Movie Reviews
Literature Reviews
Annotated bibliographies
Lab reports
Discussion posts
Dissertations
Case study analyses
Research proposals
Argumentative Essays
I guarantee you high-quality Papers!!!!!
5.00+
17+ Reviews
32+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
Suppose that the portfolio considered in Section 13.1 has (in $000s) 3,000 in DJIA, 3,000 in FTSE, 1,000 in CAC 40, and 3,000 in Nikkei 225. Use the spreadsheet on the authors web site to calculate...
-
The calculations for the four-index example at the end of Section 20.6 assume that the investments in the DJIA, FTSE 100, CAC40, and Nikkei 225 are $4 million, $3 million, \$1 million, and $2...
-
The first volatility-scaling procedure in Section 13.3 gives the one-day 99% VaR equal to $602,968 and the one-day 99% ES equal to $786,855. Use the spreadsheets on the authors website to calculate...
-
Why is the number of equivalent units for materials only sometimes equal to the equivalent units for conversion?
-
Suppose you were the financial manager for a firm and were considering a proposed increase in the amount of debt in the firm's capital structure. If you thought the firm was going to consistently...
-
In 2014, Keenan Company paid dividends totaling $3,600,000 on net income of $10.8 million. Note that 2014 was a normal year and that for the past 10 years, earnings have grown at a constant rate of...
-
This exercise is based on Section 5.2 of Box et al. [2005]. An experiment for optimizing response yield (y) in a chemical plant operation was conducted. The three factors considered are temperature...
-
Provided below and on the following page are balance sheet and income statement data for Howard Bannister Company. Note: For the balance sheet data, the end-of-year information is in the left column....
-
Lawrence Corp. a sporting goods manufacturer, provided the following information for the year ended December 31, 2020: Inventories Raw Materials Beginning Ending 54,900 25,600 98,200 60,900...
-
Tammy Touchtone operates a talent agency called Touchtone Talent Agency. Some clients pay in advance for services; others are billed after services have been performed. Advance payments are credited...
-
Some aspects of the new regulations can be expected to increase the amount of collateral posted for derivatives and some can be expected to reduce it. Explain this statement.
-
Prove (a) That the definitions of duration in equations (9.1) and (9.3) are the same when y is continuously compounded and (b) That when y is compounded m times per year they are the same if the...
-
Plan a ten-minute presentation on a topic about which you are knowledgeablea hobby, a task, a vacation trip, a part-time job, directions to complete a task, or other topic. In planning the...
-
using the this link https://www.epa.gov/laws-regulations answer the following questions : 1) name and explain the purpose/ goal of one major environmental law that is mentioned in chapter 4. (...
-
describe two ways that environmental laws could affect a business. describe two steps a business should take to manage environmental risk.?
-
In General, what type of law is most prominent in newspapers (court cases, statute law, international law, environmental law)? Why
-
(1) Federal law has exclusive rights to enact and enforce environmental laws. True or False and Why (2) If a corporation is found to have violated environmental laws the penalties will involve...
-
Do you live in an area that is noticeably influenced by environmental laws or international agreements? Which laws or agreements most impact the area where you live?
-
A light bulb glows because it has resistance. The brightness of a light bulb increases with the electrical power dissipated in the bulb. (a) In the circuit shown in Fig. Q25.14a, the two bulbs A and...
-
Annual dividends of ATTA Corp grew from $0.96 in 2005 to $1.76 in 2017. What was the annual growth rate?
-
The CME Group offers a futures contract on long-term Treasury bonds. Characterize the investors likely to use this contract.
-
The CME Group offers a futures contract on long-term Treasury bonds. Characterize the investors likely to use this contract.
-
An airline executive has argued: There is no point in our using oil futures. There is just as much chance that the price of oil in the future will be less than the futures price as there is that it...
-
2. A project requires $150 million investment. If you invest today, the present value of future cash flow is worth $180 million. You can wait for one year to observe the demand of the market;...
-
Respond to this students posting. In your response, you may want to comment on the ethical issues that arise in different career fields or give suggestions for dealing with the ethical questions that...
-
What does the Hedonic View of happiness primarily focus on?
Study smarter with the SolutionInn App