Hi David,
I am finding some difficulty in grasping concept of marginal VAR , also not able to link up concept with Beta. I am clear on the concept but not able to derive the formula given for computation of marginal VAR. Is there any link (small tutorial) that I can refer to in order to get some more clarity on the concept.
Thanks
OM
I am finding some difficulty in grasping concept of marginal VAR , also not able to link up concept with Beta. I am clear on the concept but not able to derive the formula given for computation of marginal VAR. Is there any link (small tutorial) that I can refer to in order to get some more clarity on the concept.
Thanks
OM