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E-views Value at risk and Expected Shortfall question Solving

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

Skills: Financial Research, Financial Markets, Financial Analysis, Excel, Finance

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About the Employer:
( 16 reviews ) Beirut, Lebanon

Project ID: #20363336

8 freelancers are bidding on average $135 for this job

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 More

$150 USD in 4 days
(6 Reviews)
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 More

$140 USD in 1 day
(16 Reviews)
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 in 7 days
(1 Review)
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 in 2 days
(0 Reviews)
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 More

$155 USD in 3 days
(0 Reviews)
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 More

$140 USD in 7 days
(0 Reviews)
0.0
Souadazyz

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$172 USD in 3 days
(0 Reviews)
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 More

$150 USD in 1 day
(3 Reviews)
1.9