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- UID
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- 帖子
- 262
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- 2011-7-11
- 最后登录
- 2014-7-8
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I think i’ve been studying too much, but this statement hexes me. ”A change to a 99% confidence level would provide a lower VAR estimate”
Wouldn’t it provide a bigger loss estimate, not lower? Or am I just confusing myself with how it is worded. |
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发表于 2013-4-22 13:37
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