问题如下图:这个频度是怎么计算出来的?不是面积吗?还是简单相加?
选项:
A.
B.
C.
解释:
NO.PZ2018062016000044问题如下Return is positive refers to yen appreciation annegative refers to yen preciation. Compareto yen preciation, yen appreciation is:A.more frequentB.less frequent.C.the same frequent. A is correct. .From the picture ,we cclearly know thpositive return is more frequent.这道题问的是日元升值和贬值的次数哪个多。纵轴是频次(Frequency),横轴是“return intervmioint”,所以每个值对应的都是return这个区间的中点。以1.0%为例,对应的区间就是0%-2%;3.0%对应的区间就是2%-4%,以此类推。根据题干可知,return>0%对应日元升值,反之return<0%对应日元贬值(Return is positive refers to yen appreciation annegative refers to yen preciation)。通过图像可以看出,return>0%的情况为1.0%对应的frequency(20),和3.0%对应的frequency(6)。总频次一共是20+6=26。而贬值时的情况为-5.0%对应的3,-3.0%对应的8,和-1.0%对应的11,总频次为22。所以日元升值的频率更高(26>22),选择Return is positive refers to yen appreciation annegative refers to yen preciation.如果题目不给这句话,怎么判断呢?图片中是llar/yen,是不是可以理解为大于0就是yen贬值呢?
NO.PZ2018062016000044 这个图
NO.PZ2018062016000044 怎么算的正数、负数,上升下降、频率?
是否可以用negative skewe来判断?
less frequent. the same frequent. A is correct. .From the picture ,we cclearly know thpositive return is more frequent.1、为什么是看拐点,而不是像函数那样对应横坐标的每个收益率相加,比如1%的收益率对应的频数是n1这样2、拐点是什么意思