NO.PZ2020011303000083
问题如下：
Suppose that the observations on a stock price (in USD) at the close of trading on 15 consecutive days are 40.2, 40.0, 41.1, 41.0, 40.2, 42.3, 43.1, 43.4, 42.9, 41.8, 43.7, 44.3, 44.4, 44.8, and 45.1. Estimate the daily volatility.
选项：
解释：
The 14 daily returns are –0.498%, 2.75%, –0.243%, …. The average of the squared returns is 0.000534, and the volatility estimate is the square root of this or 2.31%.
volatility^2 不是应该等于 average of the squared returns - 均值的平方 吗?
这道题的答案 只算到 average of the squared returns = 0.000534 然后直接开方了。
均值 = 0.00848 ，为什么不用 0.000534 - 0.00848^2
