NO.PZ2025031702000015
问题如下:
Which test is described as stricter in evaluating VaR models, resulting in 19 firms' models failing it?
选项:
A.
Unconditional coverage test.
B.
Conditional coverage test.
C.
VaR quantile regression test.
D.
Logistic dynamic quantile test.
解释:
The VaR quantile regression test is stricter, and 19 firms' models failed it.
老师好,LDQ不是全面且难的吗?