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Well I calculated weekly returns, then after I performed PCA on the calculated weekly returns. Then question says From distribution assumption, determine 1-in-200 up and
Well I calculated weekly returns, then after I performed PCA on the calculated weekly returns.
Then question says From distribution assumption, determine 1-in-200 up and down stress of the component
Maybe if you just provide a light on how to answer this question
or How to determine or calculate 1-in-200 up and down stress of the component from any distribution
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