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Figures for Chapter 24 VaR : STATISTICAL ISSUES (Financial Engineering : Derivatives and Risk Management)

Figures for Chapter 24 VaR : STATISTICAL ISSUES (Financial Engineering : Derivatives and Risk Management). Figure 24.1 : Daily exchange rate returns (DM - pound sterling) . Figure 24.2(a) : SMA volatility (DM - pound sterling). 30 day window. 125 day window. 252 day window.

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Figures for Chapter 24 VaR : STATISTICAL ISSUES (Financial Engineering : Derivatives and Risk Management)