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天一仙梳 · 2017年09月16日

问一道题:NO.PZ2016062402000043

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


请问为什么the volatility grows more slowly than the squre root of time

2 个答案

朵朵0927 · 2018年04月08日

不清楚再考那个考点

源_品职助教 · 2017年09月17日

平方根法则下的数据通常不会自动均值回归的,现在题目最后一句说明了价格会均值回归,那么其波动自然小于均方根下的结果。

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