我有一道题,希望大家帮我解决一下,谢谢!
题目是:establish a model for the daily returns of a stock by the step-wise distribution modeling approach,then caculate one day ahead var with coverage rate 99%,finally, use back testing to test vars.
好紧急的,希望大家快点帮我想一下,非常谢谢!
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楼主: 一凡爱书
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