907 10192001 396 32221 5172001 292 32429 1062003 889

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Unformatted text preview: .221 5/17/2001 292 -32.429 10/6/2003 889 -32.496 10/11/2004 1144 -32.526 5/31/2001 301 -32.648 11/4/2005 1415 -32.671 12/27/2001 443 -32.686 10/16/2003 897 -32.764 1/6/2004 952 -32.834 3/12/2003 745 -32.837 9/23/2005 1385 -32.915 12/26/2001 442 -33.173 u β ξ n n_u VaR Likelihood Date Loss 4/14/2000 4/3/2000 1/2/2001 12/20/2000 4/12/2000 9/17/2001 3/12/2001 1/5/2001 4/3/2001 3/28/2001 5/23/2000 4/10/2000 5/10/2000 10/25/2000 11/8/2000 11/10/2000 3/9/2001 11/28/2000 11/20/2000 2/16/2001 4/23/2001 3/20/2001 7/28/2000 4/24/2000 2/20/2001 10/17/2001 2/2/2001 5/2/2000 2/27/2001 12/19/2000 11/16/2000 5/19/2000 5/30/2001 7/23/2002 7/1/2002 11/22/2000 11/30/2000 3/30/2000 10/29/2001 3/29/2000 10/16/2002 12/9/2002 7/25/2002 9/3/2002 5/8/2000 9/20/2001 12/13/2000 1/25/2001 3/24/2003 6/14/2001 7/6/2001 7/27/2000 8/1/2002 4/6/2001 2/9/2001 10/10/2000 12/29/2000 8/5/2002 5/29/2001 5/3/2001 2/21/2002 1/17/2003 12/14/2000 1/24/2003 6/3/2002 8/17/2001 7/2/2002 9/21/2001 12/20/2001 12/6/2000 7/5/2000...
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This document was uploaded on 04/10/2014.

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