FREE Trial
Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Question 7 6.25 pts Which of the following is a problem encountered while using more observations in the back simulation approach? The need to calculate

image text in transcribed

Question 7 6.25 pts Which of the following is a problem encountered while using more observations in the back simulation approach? The need to calculate the correlations of asset returns. Calculations become highly complex. Past observations become decreasingly relevant in predicting VAR in the future. Need to assume a symmetric (normal) distribution for all asset returns

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Finance A Quantitative Introduction Volume 1

Finance A Quantitative Introduction Volume 1

Authors: Piotr Staszkiewicz, Lucia Staszkiewicz

1st Edition

0128015845, 978-0128015841

More Books

Students also viewed these Finance questions

Question

★★★★★
What can organizations do to promote ethical conduct from their members?

Answered: 1 week ago

Question

★★★★★
How does the purchase method contrast with the pooling of interests method of accounting?

Answered: 1 week ago

Question

★★★★★
Machines in a factory break down at an exponential rate of six per hour. There is a single repairman who fixes machines at an exponential rate of eight per hour. The cost incurred in lost production...

Answered: 1 week ago

Question

★★★★★
Midwest Ventilation, Inc., produces industrial ventilation fans. The company plans to manufacture 72,000 fans evenly over the next quarter at the following costs: direct material, $2,880,000; direct...

Answered: 1 week ago

Question

★★★★★
Recher Corporation uses part 089 in one of its products. The company's Accounting Department reports the following costs of producing the 8,600 units of the part that are needed every year. 5.55...

Answered: 1 week ago

Question

★★★★★
QUESTION 33 A bag contains 2 red, 3 green and 2 blue balls. Two balls are drawn at random without replacement. What is probability that both balls drawn are red? O A. 2/49 O B. 1/21 O C. 1/7 O D....

Answered: 1 week ago

Question

★★★★★
The standard overhead cost for a product manufactured by SCOMAN1 Corporation is given below: Variable overhead 2hrs@P10/hr Fixed overhead 2hrs@P5/hr Total Standard overhead rate PER UNIT P 20 10 P 30...

Answered: 1 week ago

Question

★★★★★
1/ "An organization can always be sued in the same way as a person." Is that statement true? Explain your answer. 3/ "'Certification' refers to a process or decision that always brings a lawsuit to...

Answered: 1 week ago

Question

★★★★★
Walk & Talk Inc. makes walkie talkies - handheld, portable, two-way radio transceivers. They are used in setting where mobile phone communication may be costly or impractical, including outdoor...

Answered: 1 week ago

Question

★★★★★
Question 17 Assume that a firm has EBIT of $15,584,650, a tax rate of 40.0 percent, total invested capital of $68,600,000, and a weighted average cost of capital (WACC) of 12.904 percent. Given this...

Answered: 1 week ago

Question

★★★★★
How do the following situations illustrate the features of psychological egoism and/or ethical egoism, or how do they illustrate the limitations and challenges to psychological egoism and ethical...

Answered: 1 week ago

Question

★★★★★
Understand applicable principles in addressing staff training and development needs

Answered: 1 week ago

Question

★★★★★
Be aware of the potential for fraud and distortion on rsums and applications, and know how to address suspicions concerning such material

Answered: 1 week ago

Question

★★★★★
Be able to outline the essential role of department managers as teachers

Answered: 1 week ago

Previous Question Next Question