基础班视频讲解中,Capital market expectation,limitation of historical estimates中说到高频数据会导致asynchronicity的问题,从而低估correlation。我能理解correlation会发生偏离,但课件中写道:asynchronicity distorts … and induces relationships that might not exist if the data were measured synchronously. 意思是asynchronicity会显示在synchronously下本应无关的数据有关系,感觉是高估correlation。希望老师解答下,谢谢。