VaR 模型的准确性检验方法很多，其中Kupiec 提出的失败频率检验法是比较直观、比较有效的模型准确性检验方法。 对于给定显著性水平，怎么求其接受区间，可按以下操作。 似然比满足自由度为1的卡方分布 查表，对于alpha 0.05，其自信区间为[ 0.00098,5.024 ]。

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