A company wants to know, using the VaR model, what is the maximum loss in one day,
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What is the VaR at 1 day and 10 days?
Related Book For
Applied Regression Analysis and Other Multivariable Methods
ISBN: 978-1285051086
5th edition
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
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