来自：FRM > 一级 > Valuation and Risk Management > Measuring and Monitoring Volatility > Measuring and Monitoring Volatility-3 2019-10-26 17:29
ewma模型收益率前面的系数不是(1-λ)*λ^(t-1)嘛？为什么书上是(1-λ)*λ^(t）而且t还可以是0?
查看更多
150****8926
提问
278
上次登录
888天前
