[一級定量分析] 老師，這道題計算收益率為什么還要求個對數(shù)呢

userld475h 發(fā)布于：2019-09-22 16:49:18 瀏覽315次   FRM FRM Part I
147 The current estimate of daily volatility is 1.5%. The closing price of an asset yesterday was $30.00. The closing price of the asset today is $30.50. Using the EWMA (Exponentially Weighted Moving Average) model (with lamda = 0.94) the updated estimate of volatility is: A. 1.5096% B. 1.5085% C. 1.5092% D. 1.5083%
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路老師 發(fā)布于2019-09-23 09:31:19

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