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Which of the following statements is correct regarding the influence of skewness and kurtosis on the estimation of value at risk (VAR)? A. A decrease in kurtosis increases the width of the confidence interval. B. Positive skewness leads to less accurate VAR estimates. C. An increase in skewness reduces asymptotic variance and makes the confidence interval tighter. D. Leptokurtosis leads to more accurate VAR measurements. |