股票数目n | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 |
VaR | 19.779 | 14.579 | 7.321 | 9.813 | 9.707 | 9.522 | 8.796 | 7.758 | 7.575 |
股票数目n | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 |
VaR | 8.459 | 8.389 | 7.563 | 7.045 | 7.033 | 7.032 | 7.037 | 7.033 | 7.035 |