下列关于卡方分布和F分布的说法:B,the square of variable with a T分布 with df=k has an F分布 with 1 and k df.; that is t平方(k)~(1,k)。。这句话怎么理解
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259,这里为何能用90乘波动率0.4作为往上一个sigma的波动范围?价格不能乘波动率吧?
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a distribution of returns that has a greater percentage of small deviations from the mean and a greater percentage of extremely large deviations from the mean: C, has positive excess kurtosis. 这个题目意思我有点没懂😂
下列哪个情况最好的描述了金融危机时的相关系数和方差?D、VaR estimates using the risk metrics approach provide for the effects of increased correlations during periods of crisis and therefore the effects are factored into current positions. 这句话错了,应该如何解释