有点不明白这道题啊 ewma和garch模型不是都能预估cov嘛？ 还有这个波动率应该就是“sigema平方” 的 那三个模型吧
问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
NO.PZ2019040801000066 问题如下 Analyst Frank estimates the volatilities of two variables using the GARCH(1,1) mol. Now Frank plans to estimate covarianbetween the 2 variables. If Frank wants to generate a consistent correlation estimate between the 2 variables, whimols will Frank most likely choose? A.GARCH(1,1) mol. B.Geometrically weightehistoricvolatility mol. C.EWMA mol. Weightehistoricvolatility mol. A is correct.考点Estimating Correlations解析想保持一致性，协方差的预估方法就要选择与波动率预估相同的方法。因为这两个变量的波动率使通过GARCH(1,1)模型来预估的，所以应该选择一致的GARCH(1,1)模型。 Analyst Frank estimates the volatilities of two variables using the GARCH(1,1) mol. Now Frank plans to estimate covarianbetween the 2 variables. If Frank wants to generate a consistent correlation estimate between the 2 variables, whimols will Frank most likely choose?您的回答正确答案是: AAGARCH(1,1) mol.BGeometrically weightehistoricvolatility mol.C不正确EWMA mol.eightehistoricvolatility mol.这个题目选garch，我先问一下那题目给出什么条件的时候会选ewma呢
NO.PZ2019040801000066问题如下Analyst Frank estimates the volatilities of two variables using the GARCH(1,1) mol. Now Frank plans to estimate covarianbetween the 2 variables. If Frank wants to generate a consistent correlation estimate between the 2 variables, whimols will Frank most likely choose?A.GARCH(1,1) mol.B.Geometrically weightehistoricvolatility mol.C.EWMA mol.Weightehistoricvolatility mol.A is correct.考点Estimating Correlations解析想保持一致性，协方差的预估方法就要选择与波动率预估相同的方法。因为这两个变量的波动率使通过GARCH(1,1)模型来预估的，所以应该选择一致的GARCH(1,1)模型。请问预估协方差在讲义何处
NO.PZ2019040801000066 问题如下 Analyst Frank estimates the volatilities of two variables using the GARCH(1,1) mol. Now Frank plans to estimate covarianbetween the 2 variables. If Frank wants to generate a consistent correlation estimate between the 2 variables, whimols will Frank most likely choose? A.GARCH(1,1) mol. B.Geometrically weightehistoricvolatility mol. C.EWMA mol. Weightehistoricvolatility mol. A is correct.考点Estimating Correlations解析想保持一致性，协方差的预估方法就要选择与波动率预估相同的方法。因为这两个变量的波动率使通过GARCH(1,1)模型来预估的，所以应该选择一致的GARCH(1,1)模型。 知道forecaste volatility怎么预测，variance预测也要用类似的办法去推公式吗
NO.PZ2019040801000066 问题如下 Analyst Frank estimates the volatilities of two variables using the GARCH(1,1) mol. Now Frank plans to estimate covarianbetween the 2 variables. If Frank wants to generate a consistent correlation estimate between the 2 variables, whimols will Frank most likely choose? A.GARCH(1,1) mol. B.Geometrically weightehistoricvolatility mol. C.EWMA mol. Weightehistoricvolatility mol. A is correct.考点Estimating Correlations解析想保持一致性，协方差的预估方法就要选择与波动率预估相同的方法。因为这两个变量的波动率使通过GARCH(1,1)模型来预估的，所以应该选择一致的GARCH(1,1)模型。 在课件哪里出现？
是怎么预估COV的？
