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3 years ago

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(a) Assuming that the loss distribution is t, find the parametric estimate of VaR(0.025, 24 h). (b) Find the nonparametric estim

ate of VaR(0.025, 24 h). (c) Use a t-plot to decide if the normality assumption is reasonable

1 answer:

GrogVix [38]3 years ago

5 0

Answer:

5

Step-by-step explanation:

Idk

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