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.作者: Walex 时间: 2013-4-22 13:39
that was someone’s statement in the text … and a possible potential question. They asked about the next set of statements, not about this ….
so not an erratum.作者: hinsafdar 时间: 2013-4-22 13:39
the question was shitty and worded to cause confusion - I agree
