Salem, Ameni Ben; Safer, Imene; Khefacha, Islem
(Department of Social Statistics, Faculty of Social Sciences, University of Kelaniya Sri Lanka, 2021)
This paper aims to investigate some statistical methods to estimate the value-at-Risk (VaR) for stock returns in the BRICS countries from 2011 to 2018. Four different risk methods are used to estimate VaR: Historical ...