Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?
I need to estimate the daily VaR of a portfolio of various exposures in $n$ risky assets (say equity futures). The simplest approach, I think, would be to just estimate VaR from a multivariate normal ...
Apr 20 '12 at 2:18
newest var copula questions feed
Putting the Community back in Wiki
Hot Network Questions
Frattini subgroup of a finite group
Handling plagiarism as a TA
Is there an alternative to the `which` command?
Windows 2012 DHCP server with 2 NICs
Why is the purple wedding called purple wedding?
Why do games ask for screen resolution instead of automatically fitting the window size?
How much in gifts can I receive per year in the US?
Is there an "Appending \let"?
How many space craft have been intentionally crashed through 2014?
Methods creating transform functionality on Collections
How can I roleplay a character more manipulative than myself?
Why do snowflakes form into hexagonal structures?
I need sudo without password prompt, for scripts. Where did I go wrong?
Realised afterwards that I committed mild plagiarism in a paper I wrote as an undergraduate, what should I do?
When a button contains text and an icon, which should come first?
How to make a drupal site read-only
Games crashes when ART is enabled?
What's it called when you lose contact with reality when watching a movie?
What is MA(q) model input in real world?
About the phrase "You suck"
Help!! How to do square root!
Is there an alternative to traditional exams?
How are private keys stored on disk?
Why are laptop screens sized the way they are?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0