Question: Save and subm Click Submit to complete this assessment. Question 26 6 points You conducted a rolling window one day ahead 5% VaR estimation of

 Save and subm Click Submit to complete this assessment. Question 26

Save and subm Click Submit to complete this assessment. Question 26 6 points You conducted a rolling window one day ahead 5% VaR estimation of 1000 days, and find 67 violations. Which of the following statements are correct? The test statistic of the Binomial test is 2.3564 Based on the Binomial test, you should not reject the null hypothesis at 1%. None of the statements is correct. The test statistic of the proportion of failure test is 5.5238.. You should reject the proportion of failure test at 1%. & Click Submit to complete this assessment. Question 26 of 26 Save Answer Question 26 of 26 Save and Submit

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