Académique Documents
Professionnel Documents
Culture Documents
ARIANCE.S(INDEX($H$3:$K$3,$O3):INDEX($H$4212:$K$4212,$O3),INDEX($H$3:$K$3,Q$1):INDEX($H$4212:$K$4212,Q$1))
25% 25%
ULT(MMULT(Q10:T10,Q3:T6),TRANSPOSE(Q10:T10))}
AGE(L3:L4212)
Variance-
Historical VaR Confidence Covariance Historical
(%) interval VaR ($) VaR (S)
1.041% 90.0% 11,901 10,407
1.432% 95.0% 15,344 14,317
1.856% 97.5% 18,331 18,559
2.522% 99.0% 21,803 25,222
of Excel.
of Excel.
(23,199.36) =PERCENTILE.EXC($E$2:$E$501,0.01)
(15,830.45) =PERCENTILE.EXC($E$2:$E$501,0.05)
(10,878.11) =PERCENTILE.EXC($E$2:$E$501,0.1)