Figures index

From

A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk

Cyprian Ondieki Omari

International Journal of Econometrics and Financial Management. 2017, 5(2), 22-32 doi:10.12691/ijefm-5-2-1
  • Figure 1. Daily average prices series for daily exchange rates
  • Figure 2. Daily log returns series for daily exchange rates
  • Figure 3. Correlograms for the raw data and their absolute values as well as for the residuals and absolute residuals