NO.PZ2023100703000003
问题如下：
Which of the following is excluded from the advantages of the non-parametric method for estimating VaR values?选项：
A.Handle non-normal returns( skew ).
B.Uses readily available data (returns, volatility).
C.Easily handling in-sample shifts.
D.In theory, handle any position type including derivatives
解释：
Easily handling in-sample shifts is not an advantage of non-parametric methods. In-sample shifts refer to changes in the underlying distribution of the data within the sample period. Non-parametric methods, especially historical simulation, may not easily adapt to such shifts since they rely on the historical data as it is, without making any adjustments for changing conditions.
c答案意思是啥，可以解释一下吗
