来自：FRM > 二级 > Market Risk Measurement and Management 2020-11-06 12:35
是题错了还是书错了
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1745天前
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178****6415
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114
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1745天前
liuxuyao 2020-11-06 16:42
致精进的你:
同学，Findings of an empirical study of monthly correlations of Dow stocks from 1972 to 2012 revealed the highest correlation levels for recessions and the highest correlation volatilities for ormal periods. The correlation volatilities during a recession and normal period were 80.5% and 83.4%, respectively.
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
