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700 · 2017年10月23日

请帮我翻译一下答案分析,谢谢问一道题:NO.PZ2016062402000043 [ FRM I ]

问题如下图:
选项:
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解释:
1 个答案

Shimin_CPA税法主讲、CFA教研 · 2017年10月23日

均值回归得出的波动率比用时间的平方根方法计算得出的波动率增长的慢

我们 · 2019年08月29日

如果均值回归的波动率比平方根法则慢,那不应该是它的VAR小于平方根的吗

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