ASTER
发表于 2025-3-30 11:11:07
Geometric Distribution as Means of Increasing Power in Backtesting VaRulations with these distributions does not pose the risk of overrejecting correct risk models. We also demonstrate their efficiency at detecting incorrect models. We include practical guidelines about significance level and sample size that ensure accurate and efficient testing.
易于
发表于 2025-3-30 16:10:52
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AMITY
发表于 2025-3-30 19:09:18
Linear Modeling of Homogeneous Plates,d showed that the main indicators determining the rate-of-return level were the operating profit margin, the return on equity, the equity ratio and the share of the operating expenses in the income on core operations.