NO.PZ2023091601000080问题如下 Inthe EWMA mol, the half-life is finethe time, T, whiλT= 1/2, where λ is the cfactor of the EWMA mol. A risk analyst is using aspecific EWMA mol to calculate volatility antermines ththe half-lifeof the mol is 23 ys. Baseon the above information, whiweight will beapplieto the return this five ys ol A.0.026 B.0.031 C.0.781 0.859 5天前，就按照第五天的权重？以为是23天的5天前第18天。
NO.PZ2023091601000080 问题如下 Inthe EWMA mol, the half-life is finethe time, T, whiλT= 1/2, where λ is the cfactor of the EWMA mol. A risk analyst is using aspecific EWMA mol to calculate volatility antermines ththe half-lifeof the mol is 23 ys. Baseon the above information, whiweight will beapplieto the return this five ys ol A.0.026 B.0.031 C.0.781 0.859 如题
