珠同學(xué)
2023-07-18 11:09百題
The VaR at a 95% confidence level is estimated to be 1.56 from historical simulation of1,000 observations. Which of the following statements is most likely true?A. The parametric assumption of normal returns is correctB. The parametric assumption of lognormal returns is correctC. The historical dist
所屬:FRM Part II > Market Risk Measurement and Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Will助教
2023-07-18 14:58
該回答已被題主采納
同學(xué)你好,你對這道題的問題是什么呢
