• 2021-04-14
    给定一个资产的30个顺序百分收益率,计算在90%置信水平下的VaR和cVaR:-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。
  • 举一反三