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Question
Which of the following is a problem encountered while using more observations in the back simulation approach?
A. Past observations become decreasingly relevant in predicting VAR in the future.
B. Calculations become highly complex.
C. Need to assume a symmetric (normal) distribution for all asset returns.
D. Requirement for calculating the correlations of asset returns.
E. Answers B and C only.
Answer
This answer is hidden. It contains 1 characters.
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