NO.PZ2020010304000025
问题如下:
Why is annualization useful, and how are means and standard deviations annualized?
选项:
解释:
Annualization transforms moments measured using data sampled at any frequency—daily, weekly, monthly, quarterly—to a value that is equivalent under an assumption to a measure computed from annual data. The common scale factors are 252, 52, 12, and 4 to convert from daily, weekly, monthly, and quarterly. These scale factors are applied to the high-frequency mean or variance to produce annualized means and variances. The standard deviation is scaled by the square root of the scale.
请问这道题目的考点是什么?对应的讲义在哪呀?