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When will the Monte Carlo simulation of estimating VaR produce the same results as the parametric method? When the Monte Carlo simulation assumes a non
When will the Monte Carlo simulation of estimating VaR produce the same results as the parametric method? When the Monte Carlo simulation assumes a nonnormal distribution When the Monte Carlo simulation uses the historical returns and distribution parameters When the parameters and distribution used in the analytical method are the same as those used in the Monte Carlo simulation and the simulations use a sufficiently large number. When the Monte Carlo simulation assumes a normal distribution
When will the Monte Carlo simulation of estimating VaR produce the same results as the parametric method?
When the Monte Carlo simulation assumes a nonnormal distribution
When the Monte Carlo simulation uses the historical returns and distribution parameters
When the parameters and distribution used in the analytical method are the same as those used in the Monte Carlo simulation and the simulations use a sufficiently large number.
When the Monte Carlo simulation assumes a normal distribution
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