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梦梦 · 2025年03月23日

为什么不是LDQ

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?

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