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Model-building approach : a) 5-Day 99% VaR is 799,306.03. How do yo interpret this number? b) 5-Day 90% VaR is 439,103.74. How do yo interpret
Model-building approach : a) 5-Day 99% VaR is 799,306.03. How do yo interpret this number? b) 5-Day 90% VaR is 439,103.74. How do yo interpret this number? c) Compare your results from a). and b). Whi...
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Survey of Accounting
Authors: Edmonds, old, Mcnair, Tsay
2nd edition
9780077392659, 978-0-07-73417, 77392655, 0-07-734177-5, 73379557, 978-0073379555
