NO.PZ2023091701000102
问题如下：
Which of the following about advantages of nonparametric methods compared to parametric methods is incorrect?
选项：
A.Nonparametric models do not require assumptions regarding the entire distribution of returns to estimate VaR.
B.Large sample sizes are required to precisely estimate volatility using historical simulation. C.Multivariate density estimation (MDE) allows for weights to vary based on how relevant the data is to the current market environment, regardless of the timing of the most relevant data. D.Fat tails, skewness, and other deviations from some assumed distributions are no longer a concern in the estimation process for nonparametric methods.解释：
根据Historical simulation的优缺点，historical data不足是一个缺点。但如果data足够多呢，难道不可以使预测更加准确吗
