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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
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Bootstrapping is an effective simulation approach that naturally incorporates correlations between asset returns and non-normality of asset returns, but does not generally capture autocorrelation of asset returns. 请问后面这句but does not generally capture autocorrelation of asset returns如何理解?bootstrapping不是会出现数据之间的相关性吗?
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