NO.PZ202405210200000502
问题如下:
Snow's data evaluation period most likely helps reduce the potential existence of:
选项:
A.nonstationarity.
B.survivorship bias.
C.appraisal (smoothed) data
解释:
Changes in technological, political, legal, and regulatory environments; disruptions such as wars and other calamities; and changes in policy stances can all alter risk-return relationships. Such shifts are known as changes in regime. The statistical problem of nonstationarity occurs when different parts of a data series reflect different underlying statistical properties, regime shifts exist within the data.
By preferring asset classes with long periods of returns data and not emphasizing a specific period within that return series, Snow is trying to minimize the potential impact of nonstationarity in her CME process.
如果时间过长,不是会产生nonstationay 的问题吗