NO.PZ2020012201000002
问题如下：
Which of the following is not a disadvantage of higher-frequency Data
选项：
A.As the frequency of observations increases, the likelihood increases that data may be asynchronous.
data points for different variables may not reflect exactly the same period even though they are labeled as if they do.
higher-frequency data improve the precision of sample variances, covariances, and correlations.
解释：
C is correct
高频数据会造成不同步性。不同变量的数据点可能不能准确地反映相同的时间段，即使它们被标记为可以。所以A,B选项都是缺点。不入选。
高频数据提高了样本方差、协方差和相关性的精度,但这是高频数据的优点，而非缺点，所以C选项入选。
高频交易不是低估了这些指标吗？咋又成了提升精确度了？
