NO.PZ202206070100000102 问题如下 With respeto his answer to Brown’s question, O’Reilly is most likely: A.correct. B.incorrewith respeto asynchronism. C.incorrewith respeto variances ancorrelations. SolutionA is correct. O’Reilly’s answer is entirely correstate B is incorrect. O’Reilly’s answer is entirely correstate High-frequenta are more sensitive to asynchronism.C is incorrect. O’Reilly’s answer is entirely correstate High-frequenta promore precise variances anco-variances (anless precise means).A是正确的。O’Reilly的回答完全正确。B是错误的。高频数据对异步更加敏感，即高频数据更容易产生异步性的问题。比如用每天的数据观测美国和欧洲股票市场，因为两地存有时差，所以就会出现异步性。但如果是用月度数据观测，这种时差就可以忽略不计。C是错误的。高频数据产生了更大容量的样本数据，所以能估计出更精确的方差和协方差。但是对于均值而言，只要用的历史数据，估计的数值就不太精确。这也是根据实务观测到的结果。 为什么不选C
NO.PZ202206070100000102 问题如下 With respeto his answer to Brown’s question, O’Reilly is most likely: A.correct. B.incorrewith respeto asynchronism. C.incorrewith respeto variances ancorrelations. SolutionA is correct. O’Reilly’s answer is entirely correstate B is incorrect. O’Reilly’s answer is entirely correstate High-frequenta are more sensitive to asynchronism.C is incorrect. O’Reilly’s answer is entirely correstate High-frequenta promore precise variances anco-variances (anless precise means).A是正确的。O’Reilly的回答完全正确。B是错误的。高频数据对异步更加敏感，即高频数据更容易产生异步性的问题。比如用每天的数据观测美国和欧洲股票市场，因为两地存有时差，所以就会出现异步性。但如果是用月度数据观测，这种时差就可以忽略不计。C是错误的。高频数据产生了更大容量的样本数据，所以能估计出更精确的方差和协方差。但是对于均值而言，只要用的历史数据，估计的数值就不太精确。这也是根据实务观测到的结果。 另一道题目链接https://class.pzacamy.com/qa/150728这类似题目中，答案指向是high-frequenta tento prolower correlation estimates但是这道题中，题目指向是high-frequenta improves the precision of sample variances, covariances, ancorrelations but not the precision of the sample mean.所以我想请教的是，是我的理解有问题，还是这两个结论是矛盾的？
NO.PZ202206070100000102 问题如下 With respeto his answer to Brown’s question, O’Reilly is most likely: A.correct. B.incorrewith respeto asynchronism. C.incorrewith respeto variances ancorrelations. SolutionA is correct. O’Reilly’s answer is entirely correstate B is incorrect. O’Reilly’s answer is entirely correstate High-frequenta are more sensitive to asynchronism.C is incorrect. O’Reilly’s answer is entirely correstate High-frequenta promore precise variances anco-variances (anless precise means).A是正确的。O’Reilly的回答完全正确。B是错误的。高频数据对异步更加敏感，即高频数据更容易产生异步性的问题。比如用每天的数据观测美国和欧洲股票市场，因为两地存有时差，所以就会出现异步性。但如果是用月度数据观测，这种时差就可以忽略不计。C是错误的。高频数据产生了更大容量的样本数据，所以能估计出更精确的方差和协方差。但是对于均值而言，只要用的历史数据，估计的数值就太精确。这也是根据实务观测到的结果。 答案讲解是不是少一个字？ 不太精确吧
NO.PZ202206070100000102问题如下With respeto his answer to Brown’s question, O’Reilly is most likely:A.correct.B.incorrewith respeto asynchronism.C.incorrewith respeto variances ancorrelations. SolutionA is correct. O’Reilly’s answer is entirely correstate B is incorrect. O’Reilly’s answer is entirely correstate High-frequenta are more sensitive to asynchronism.C is incorrect. O’Reilly’s answer is entirely correstate High-frequenta promore precise variances anco-variances (anless precise means).A是正确的。O’Reilly的回答完全正确。B是错误的。高频数据对异步更加敏感，即高频数据更容易产生异步性的问题。比如用每天的数据观测美国和欧洲股票市场，因为两地存有时差，所以就会出现异步性。但如果是用月度数据观测，这种时差就可以忽略不计。C是错误的。高频数据产生了更大容量的样本数据，所以能估计出更精确的方差和协方差。但是对于均值而言，只要用的历史数据，估计的数值就太精确。这也是根据实务观测到的结果。 1是，原版书哪里提到这个2是，方差和协方差的计算都要用到均值，方差和协方差会更精确，均值却less 精确了，不太能理解。有没有理论逻辑上的，为什么高频反而会得出不精确的均值
