Empirical analysis and evaluation of Value at Risk with three approaches

Empirical analysis and evaluation of Value at Risk with three approaches

Empirical analysis – at least three stocks or portfolio (could be from the same industries or different industries, could be from London stock exchange or other exchanges) to be used, 
three different approaches to be used (Exponentially weighted moving average, GARCH, and Historical simulation – two parametric and one non-parametric)
the period of empirical analysis – less than 10 years