NO.PZ2020011303000057
问题如下：
What is the relationship usually assumed between the VaR with 99% confidence for a ten-day time horizon and the VaR with 99% confidence for a one-day time horizon?
解释：
The ten-day VaR is the square root of 10 multiplied by the one-day VaR.
99%10天的VaR和99%1天的VaR有什么关系？
99%10天的VaR=10^0.5*99%1天的VaR
这是为什么。。。。。
