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Backtesting historical VaR: out of sample testing

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Dec 11, 2022
7:42

Today we are applying an out-of-sample historical simulation value-at-risk backtesting and discussing key concepts and the statistics behind it in Excel. Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Finance! Please consider supporting NEDL on Patreon: https://www.patreon.com/NEDLeducation

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Backtesting historical VaR: out of sample testing | NatokHD