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A fund manager determines that the daily 95% VaR of her fund is $1000. Assuming that the autocorrelation between the funds returns is 0.23, what
A fund manager determines that the daily 95% VaR of her fund is $1000. Assuming that the autocorrelation between the funds returns is 0.23, what would be the 3-day 95%VaR of the fund?
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A Full Guide To Bitcoin Investment
Authors: J.b. Yupangco
1st Edition
8389911302, 978-8389911308
