Suppose that we back-test a var model using 1000 days of
Suppose that we back-test a VaR model using 1,000 days of data. The VaR confidence level is 99% and we observe 15 exceptions. Should we reject the model at 5% confidence level. Use Kupiec's two-tailed test.
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A mass of 0.25 kg is attached to a horizontal spring with a spring constant of 4.0 N/m. Write an expression for the position of the mass as a function of time
Assume that you have been selected as an expert panelist at the next Society for Human Resource Management seminar to discuss the future of federal employees. Discuss at least two points that you would address in your speech regarding their fut
In 1962, the Atlantic Cement Company began operating a cement plant outside of Albany, New York. The company employed over 300 local residents, and by 1970, had invested $45 million in the plant. The plant emitted large amounts of pollution, however,
Determine the required CSTR volume, V (in gallons), and hydraulic residence time, in V/Q (hours), to comply with the current industrial pretreatment permit limitation for phenol
Under the Digital Millennium Act, online service providers, such as universities, can avoid liability if they take certain steps specified in the Act. These include cases when the university has been informed of an infringement, shutting off access t
What is the value of a perpetuity with an annual payment of $100 and a discount rate of 6%?
What are the advantages of establishing pay rangers, rather than specific pay levels, for each job. What are the drawbacks to this approach?
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Which event is most likely to result from the merger of two galaxies? The new galaxy shape will resemble the smaller galaxy that merged.
Are there any states where all three thermodynamic indices favor the formation of a tornado? If so, name them.
Question: How are seismic waves used to determine the position and thickness of Earth's interior layers?
What is a tsunami? View Available Hint(s)for Part A A sinkhole that is created by the energy released
Groundwater resources, such as the Ogallala Aquifer, are at risk for all of the following reasons except which of the following?
What is the dominant soil order in areas of North America with average annual precipitation ranging from 60 to 79 inches?
Question: Where does water exist in your home environment in Louisiana? In what forms does it exist in Louisiana?