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3. Unconditioned performances: For the three methods respectively, construct the VaR breach indicator series. (that is, on each day t, 1 if breach happened, 0

3. Unconditioned performances: For the three methods respectively, construct the VaR breach indicator series. (that is, on each day t, 1 if breach happened, 0 if not.) Calculate and report the VaR bre...

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