水瓶公主 · 2023年03月02日
NO.PZ2020021205000064
问题如下：
If you have five years of monthly data on a variable, how would you calculate its volatility?
解释：
If is the value of the variable at the end of month i, the volatility is times the standard deviation of the 59 values of
先算月度收益波动率，是59个月的波动率均值，然后✖️根号12
NO.PZ2020021205000064问题如下If you have five years of monthly ta on a variable, how woulyou calculate its volatility?If SiS_iSi is the value of the variable the enof month i, the volatility is 12\sqrt{12}12 times the stanrviation of the 59 values of ln(Si/Si−1)\ln(S_i/S_{i-1})ln(Si/Si−1)老师好，我写的这个过程有不对的地方吗？
NO.PZ2020021205000064 问题如下 If you have five years of monthly ta on a variable, how woulyou calculate its volatility? If SiS_iSi is the value of the variable the enof month i, the volatility is 12\sqrt{12}12 times the stanrviation of the 59 values of ln(Si/Si−1)\ln(S_i/S_{i-1})ln(Si/Si−1) 5 years 对应的不是60 value,为什么这里写59？
NO.PZ2020021205000064 问题如下 If you have five years of monthly ta on a variable, how woulyou calculate its volatility? If SiS_iSi is the value of the variable the enof month i, the volatility is 12\sqrt{12}12 times the stanrviation of the 59 values of ln(Si/Si−1)\ln(S_i/S_{i-1})ln(Si/Si−1) 如题
NO.PZ2020021205000064问题如下 If you have five years of monthly ta on a variable, how woulyou calculate its volatility?If SiS_iSi is the value of the variable the enof month i, the volatility is 12\sqrt{12}12 times the stanrviation of the 59 values of ln(Si/Si−1)\ln(S_i/S_{i-1})ln(Si/Si−1)这是哪的知识点？。。。。
