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Dowd: [(significance% * n) + 1]th
Hi David. Im a newbie here. I would like to clarify the percentile computation using Dowd's [(significance% * n) + 1]th. if N = 260 and the significance is 99% what should be the percentile VAR be? Is it (1% * 260) + 1 = 3.6th worst? Others interpret it as 3th worst due to rounding of...- ARwin
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- Forum: P1.T2. Quantitative Methods (20%)