Estimate a confidence interval for the var estimate, Accounting Basics

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Estimate a confidence interval for the var estimate

Suppose that a 1-day 97.5% VaR is estimated as $13 million from 2.000 observations. The observations on the 1-day changes are approximately normal with mean 0 and standard deviation $6 million. Estimate a 99% confidence interval for the VaR estimate.

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Accounting Basics: Estimate a confidence interval for the var estimate

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Suppose that a 1-day 97.5% VaR is estimated as $13 million from 2.000 observations. The observations on the 1-day changes are approximately normal with mean 0 and standard deviation $6 million.

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Accounting Basics: Estimate a confidence interval for the var estimate

Reference No:- TGS0704974

Have a Question? (oR Write a Review)

Recent Questions Asked Accounting Basics

Q : Explain how you figure out the ajes

Q : What is fs recognized gain or loss

Q : Why the company applies the npv decision rule

Q : What is the bonus to the new partner

Q : Estimate a confidence interval for the var estimate

Q : How much does diversification reduce the var

Q : Describes the use of health savings

Q : Calculate net income for reporting purposes

Q : Discuss the declining balance method for all four years

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Request for Solution File

Ask an Expert for Answer!!

Accounting Basics: Estimate a confidence interval for the var estimate

Reference No:- TGS0704974

Recent Questions Asked Accounting Basics

Q : Explain how you figure out the ajes

Q : What is fs recognized gain or loss

Q : Why the company applies the npv decision rule

Q : What is the bonus to the new partner

Q : Estimate a confidence interval for the var estimate

Q : How much does diversification reduce the var

Q : Describes the use of health savings

Q : Calculate net income for reporting purposes

Q : Discuss the declining balance method for all four years

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