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Articles for the highlighted
portions of the flowchart:
Quantile Estimation As a Tool For Calculating VaR
Value-At-Risk
Evaluation of a 1-week 90% USD VaR
Assumption
Given
Calculation
(Very simple, only to show to you the outline)
(Inspired by the fantastic book by Glyn A. Holton:
"Value-at-Risk, Theory and Practice"
)
