开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Roxanne_104 · 2020年07月07日

问一道题:NO.PZ2016070201000010 [ FRM II ]

历史数据不能用是不是历史不能预测未来这意思?

问题如下图:

选项:

A.

B.

C.

D.

解释:

1 个答案

品职答疑小助手雍 · 2020年07月07日

单独说使用历史数据的话,我个人观点是“比较中性”。所以不选。解析里也说了使用历史数据不好的地方。虽然它确实是真实的情况,但确实也可以说历史(的情况或者波动之类)不代表现阶段(或者未来)。

  • 1

    回答
  • 0

    关注
  • 284

    浏览
相关问题

availability of tuse of historict little or no relianon covarianmatrices The use of historicta in non-parametric analysis is a saantage, not aantage. If the estimation periowquiet (volatile) then the estimaterisk measures munrstate (overstate) the current risk level. Generally, the largest Vcannot exceethe largest loss in the historicperio On the other han the remaining choices are all consireaantages of non-parametric metho. For instance, the non-parametric nature of the analysis caccommote skewetta points are realy available, anthere is no requirement for estimates or covarianmatrices. a为什么不选?hs难道反映了偏度吗

2020-04-25 18:42 1 · 回答

历史数据是缺陷?应该是算优点啊。。

2020-03-28 13:56 1 · 回答

availability of tuse of historict little or no relianon covarianmatrices The use of historicta in non-parametric analysis is a saantage, not aantage. If the estimation periowquiet (volatile) then the estimaterisk measures munrstate (overstate) the current risk level. Generally, the largest Vcannot exceethe largest loss in the historicperio On the other han the remaining choices are all consireaantages of non-parametric metho. For instance, the non-parametric nature of the analysis caccommote skewetta points are realy available, anthere is no requirement for estimates or covarianmatrices. 请问B如何理解呢?

2020-02-29 21:13 1 · 回答

availability of tuse of historict little or no relianon covarianmatrices The use of historicta in non-parametric analysis is a saantage, not aantage. If the estimation periowquiet (volatile) then the estimaterisk measures munrstate (overstate) the current risk level. Generally, the largest Vcannot exceethe largest loss in the historicperio On the other han the remaining choices are all consireaantages of non-parametric metho. For instance, the non-parametric nature of the analysis caccommote skewetta points are realy available, anthere is no requirement for estimates or covarianmatrices. 该怎么理解啊?

2020-02-10 23:44 1 · 回答