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CFA二级
包含CFA二级传统在线课程、通关课程及试题相关提问答疑;
专场人数:2421提问数量:55280
数量,reading9,原本书课后题第28题,问用一阶差分法所做的回归2,是怎样一个数列,是随机游走、协方差平稳还是可以用线性回归建模。 答案说是协方差平稳的,其中均值是0看懂了,但关于方差和协方差平稳的说明没有看懂。希望老师翻译以下这段“Therefore, the variance of yt in each period is Var(εt) = σ2. The fact that the residuals are not autocorrelated is consistent with the covarianceof the times series, with itself being constant and finite at different lags. Becausethe variance and the mean of yt are constant and finite in each period, we can also conclude that yt is covariance stationary. ”并作解释,感谢!
已解决精品问答
- 这题为什么是选C?
- 请老师讲解一下这个题目
- 老师,第二题可以在解释一下原理吗?
- 老师,第三题答案的意思是:1.因为宽松的货币政策,导致加元利率下跌,导致加元贬值?2.但是,如果利率下跌,也就是分母上的百分比下降,不是会导致价格上升吗?。3.从而短期看是depreciation,但是长期来看,会回归到均值,所以是appreciation?
- CDS的long和short是不是反过来的?就是long CDS代表看涨目标公司credit,所以是卖出一份CDS合约?
- 很迷惑到底是long call+ short stock还是long stock+short call构建无风险资产
- 为啥accrued interest over contract life是0?
- 这道题可不可以用算出来的fpa除以0.9算出的价格和125比较,得出的差额是套利的利润?
