2025PM方向, mock1,session1,11题第2问。
case:No.PZ2025010203000009
题:No.PZ202501020300000904
Statement 1: Useful historical data may exist on only a few business cycles, which may not include periods of negative rates.
Statement 2: Forecasting must account for differences between the current environment and historical averages, which may be even less reliable than usual.
Statement 3: Quantitative models, especially statistical models, tend to be stable in situations that differ from those on which they were estimated or calibrated.