What assumption is being made when VaR is calculated using the historical simulation approach and 500 days

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What assumption is being made when VaR is calculated using the historical simulation approach and 500 days of data?

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Risk Management And Financial Institutions

ISBN: 9781119932482

6th Edition

Authors: John C Hull

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Question Posted: Mar 03, 2024 03:00 AM

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What assumption is being made when VaR is calculated using the historical simulation approach and 500 days

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Risk Management And Financial Institutions

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