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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基础班课件里AR模型有残差项,但是精选题讲解里面这道题老师说AR模型没有残差项,请问到底如何理解?
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请问delta normal法适用于deep in the money 还是deep out of the money, 还是二者都适用?
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老师,怎么解释?每个选项都什么意思?
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老师,怎么解释?
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a positive market risk premium,题目不是已经假设Rm-Rf>0了吗?这样B选项不是正确的嘛?