Ben Salem, Ameni; Safer, Imene; Khefacha, Islem - 2022
The purpose of this paper is to investigate some statistical methods to estimate the value-at-Risk (VaR) for stock returns in the BRICS countries for the period between 2011 to 2018. Four different risk methods are used to estimate VaR: Historical Simulation (HS), Riskmetrics, Historical Method...