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14.6 Example: Backtesting a One-Day 95% EUR Value-at-Risk Measure
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Aspume a one-day 95% EUR value-at-risk measure was used for a period of 125 trading days. Data gathered for backtesting is presented in The post 14.6 Example: Backtesting a One-Day 95% EUR Value-at-Risk Measure appeared first on Value-at-Risk.
