A backtest of 1% VaR with 100 observations yields 20 exceedances I There are three groups of two exceedances (0000110000) one group of three (00001110000) and one group of four (000111100000) I The other seven exceedances are isolated
A backtest of 1% VaR with 100 observations yields 20 exceedances I There are three groups of two exceedances (0000110000) one group of three (00001110000) and one group of four (000111100000) I The other seven exceedances are isolated
Database System Concepts
7th Edition
ISBN:9780078022159
Author:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Publisher:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Chapter1: Introduction
Section: Chapter Questions
Problem 1PE
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