c的n次方和i次方区别在哪里

NO.PZ2018122701000012 问题如下 Jahcollectea large ta set of ily market returns for three emerging markets anhe want to compute the VaR. He is concerneabout the non-normskew in the ta anis consiring non-parametric estimation metho. Whiof the following statements about Age-weightehistoricsimulation approais most accurate? The age-weighteprocere incorporate estimates from GARmol. If the cfactor in the mol is close to 1, there is persistenwithin the ta set. When using this approach, the weight assigneon y i is equto Wi=λi−1(1−λ)/(1−λi)W_i=\lamb^{i-1}(1-\lamb)/(1-\lamb^i)Wi​=λi−1(1−λ)/(1−λi) The number of observation shoulleast excee250. B is correct. 考点 Age-weightehistoricsimulation 解析 If the intensity parameter (i.e., cfactor) is close to 1, there will persisten(i.e., slow cay) in the estimate. The expression for the weight on y ihasiin the exponent when it shouln. While a large sample size is generally preferre some of the ta mno longer representative in a large sample. 老师，应该是数据越多越好，没有最低最高限制吧？

NO.PZ2018122701000012 If the cfactor in the mol is close to 1, there is persistenwithin the ta set. When using this approach, the weight assigneon y i is equto Wi=λi−1(1−λ)/(1−λi)W_i=\lamb^{i-1}(1-\lamb)/(1-\lamb^i)Wi​=λi−1(1−λ)/(1−λi) The number of observation shoulleast excee250. B is correct. 考点 Age-weightehistoricsimulation 解析 If the intensity parameter (i.e., cfactor) is close to 1, there will persisten(i.e., slow cay) in the estimate. The expression for the weight on y ihasiin the exponent when it shouln. While a large sample size is generally preferre some of the ta mno longer representative in a large sample. c为什么错呢呀？？

is close to 1, there will persistence 这句话是什么意思呢。A和什么错呢