NO.PZ2020010304000046
问题如下：
What are three methods to evaluate a VaR model of a portfolio?
选项：
解释：
First, the exact distribution that computes the exact distribution of the number of VaR violations (HITs) over some time period.
Second, the asymptotic method that examines the average number of violations and uses the CLT to constrict the asymptotic distribution.
Finally, the likelihood ratio that exploits the Bernoulli distribution that underlies the 0-1 HIT variables.
第三点提到的the 0-1 HIT variables 什么， hit 是什么缩写， 本章的讲义上没有找到
这题对应基础课是哪部分的呢，看讲义不是在假设检验这章学的。
