NO.PZ2020011303000073
问题如下:
Explain the difference between conditional and unconditional normality.
选项:
解释:
Conditional normality means that the distribution of daily returns is normal conditional on the volatility being known. Unconditional normality means that the distribution of daily returns always has the same normal distribution.
一直看到unconditional,能简单解释一下么,或者告知是哪里?