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.
老师这道题目不太理解,题目是问,对于解决哪种bias有帮助?为什么选择了较长的时间,对non-stationary数据是有帮助的呢?