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

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. 不是很明白。。。。。

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？？