Probability and Statistics
Hi, I have a little knowledge of financial time series. However, I think you can consider Value -at-Risk (VaR) and GARCH Models in this regard.
Dear Madam
Thank you so much for your consideration. In my previous paper, I have used GARCH and VAR Modeling. Besides this, please inform me if possible.
Best Regards,
Ahammad Hossain
Can you read Chinese? I have an article gives a method, perhaps you can read it.
The easiest to do is to calculate the standard deviation and use it as a measure of financial risk.
Thank you Zheng Wang and Krishna Swamy
Dear Ahammad Hossain
Greetings,
Please find the attached file may be good for you and related for your topic.
time series:
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