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What is the one-day 95% VaR (value at risk) ? p = 1/24 for 12 0 p = 1 /20 for 0 +10 What is
What is the one-day 95% VaR (value at risk) ? p = 1/24 for 12 0 p = 1 /20 for 0 +10
What is the ES (expected shortfall)
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