Question
A company wants to know, using the VaR model, what is the maximum loss in one day, with a confidence level of 95%, when it
What is the VaR at 1 day and 10 days?
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Applied Regression Analysis And Other Multivariable Methods
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
5th Edition
1285051084, 978-1285963754, 128596375X, 978-1285051086
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