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梦梦 · 2024年06月28日

表述有不对的地方吗?

NO.PZ2020021205000064

问题如下:

If you have five years of monthly data on a variable, how would you calculate its volatility?

解释:

If SiS_i is the value of the variable at the end of month i, the volatility is 12\sqrt{12} times the standard deviation of the 59 values of ln(Si/Si1)\ln(S_i/S_{i-1})


老师好,我写的这个过程有不对的地方吗?

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已采纳答案

pzqa39 · 2024年06月29日

嗨,从没放弃的小努力你好:


同学你好,是正确的

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加油吧,让我们一起遇见更好的自己!

梦梦 · 2024年07月01日

好的,谢谢

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