wawjbng · 2021年06月01日
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：
C is correct.
考点：non-parametric方法
解析：
非参数方法不太擅长处理sample shifts，这是它的缺点。
老师，请问D选项错在哪里呀
NO.PZ2018122701000003 问题如下 Whiof the following is exclufrom the aantages of the non-parametric methofor estimating Vvalues? A.Hane non-normreturns( skew ) B.Uses realy available ta (returns, volatility) C.Easily haning in-sample shifts In theory, hane any position type inclung rivatives C is correct.考点non-parametric方法解析非参数方法不太擅长处理sample shifts，这是它的缺点。 为什么不选b,c为什么错
NO.PZ2018122701000003 Uses realy available ta (returns, volatility) Easily haning in-sample shifts In theory, hane any position type inclung rivatives C is correct. 考点non-parametric方法 解析 非参数方法不太擅长处理sample shifts，这是它的缺点。 老师麻烦能详细说明一下C缺点吗？对in-sample shift也不是特别理解？和有out of sample shift的说法吗？感谢！
NO.PZ2018122701000003 非参数法用不到参数吧，为啥不选B？
什么是sample shifts？
