Abstract
Value at Risk (VaR) became the industry accepted measure for risk by financial institutions and their regulators after the Basel I Accords agreement of 1996. As a result, many methodologies of estimating VaR models used to carry out risk management in finance have been …
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CITATION STYLE
APA
Mbusiro Chacha, W. (2017). Application of Conditional Autoregressive Value at Risk Model to Kenyan Stocks: A Comparative Study. American Journal of Theoretical and Applied Statistics, 6(3), 150. https://doi.org/10.11648/j.ajtas.20170603.13
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