But the problem is that it does not solve the problem as it makes parametrization much harder and risk control less reliable .
Large changes up or down are more likely than what one would calculate using a Gaussian distribution with an estimated standard deviation .
The problem is that it does not solve the problem as it makes parametrization much harder and risk control less reliable .
Large changes up or down are more likely than what one would calculate using a Gaussian distribution with an estimated standard deviation .