Samunderu, Eyden; Murahwa, Yvonne T. - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-48
can be used in risk measurement and forecasting. Value at risk (VaR) is a widely used measure of financial risk, which … timelines were used to carry out stressed value at risks, and it was seen that during periods of crisis, the volatility of asset … series analysis conducted and led to the forecasting of the returns. It was noted that these methods could not be used in …
