丹丹_品职答疑助手 · 2020年08月31日
嗨，从没放弃的小努力你好：
同学你好，从时间的角度是没问题的，我们考试也可能会考到，原版书也有相关知识点
A VaR statement references a time horizon: losses that would be expected to
occur over a given period of time. In this example, that period of time is one
day. (If VaR is measured on a daily basis, and a typical month has 20–22 business days, then 5% of the days equates to about one day per month.)
-------------------------------努力的时光都是限量版，加油！