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13.3 Supongamos que estimamos el VaR del 95% en un da a partir de 1.000 observaciones (en millones de dlares) como 5. Al ajustar una

13.3 Supongamos que estimamos el VaR del 95% en un da a partir de 1.000 observaciones (en millones

de dlares) como 5. Al ajustar una distribucin estndar a las observaciones, se estima que la funcin de densidad de probabilidad de la distribucin de prdidas en el punto del 95% es 0,01 Cul es el error estndar de la estimacin del VaR?

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