Theideabased/value_at_risk_ngx

Calculating value at risk for Nigeria Stock Exhc # value_at_risk_ngx Calculating value at risk for Nigeria Stock Exchange Market Using * Historical Method * Variance-Covariance Matrix * Monte-carlo simulation method Then we will do the backtesting using by using kolmogorov smirnof(K-S) test to do the normality test of the data Then we will do the backtesting of our model on the Nigerian stock exchange market to show our well our model is performing