NO.PZ2019070101000106
问题如下：
The hybrid method is a combination of historical
simulation and:
选项：
A.Historical Standard Deviation
MDE
EWMA
GARCH
解释：
答案：C
The hybrid approach combines the two simplest
approaches, HS and Risk Metrics, by estimating the percentiles of the return
directly (similar to HS), and using exponentially declining weights on past
data (similar to Risk Metrics)
解析：
题目问： hybrid method混合方法包含了历史估计法和哪一种方法？
选C，EWMA.
老师好，我记得在讲课的失手说Hybrid 是由GARCH思想的。为什么这道太不选择GARCH呢？
