Question: Update the data set in Section 15.1.1. Find the 1% VaR under normality (Figure 15.2) and under Student-/ (Figure 15.3). What is the expected shortfall

Update the data set in Section 15.1.1. Find the 1% VaR under normality (Figure 15.2) and under Student-/ (Figure 15.3). What is the expected shortfall for the 1% VaR under normality?

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