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Aleks [24]
3 years ago
15

(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
Mathematics
1 answer:
GrogVix [38]3 years ago
5 0

Answer:

5

Step-by-step explanation:

Idk

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