silviaws · 2020年03月03日
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问题如下：
Which of Gerber’s points about empirical duration is correct?
选项：
A.Point 1
B.Point 2
C.Point 3
解释：
A is correct.
A bond’s empirical duration is often estimated by running a regression of its price returns on changes in a benchmark interest rate.
为什么point 2不对呢？
NO.PZ201812020100001002 Point 2 Point 3 A is correct. A bons empiricration is often estimaterunning a regression of its prireturns on changes in a benchmark interest rate. point2还不是很明白，怎么比较empiricration和effective ration？谢谢！
不好意思请问point 2 还是没太看懂，为啥不是更大呢
请问为什么c 不对呢？
