来自：FRM > 一级 > Valuation and Risk Management 2021-11-07 15:36
衡量风险的时候
risk metrics model 是什么方法
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134****8899
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172
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1212天前
liuxuyao 2021-11-08 09:55
致精进的你:
The EWMA model was used by RiskMetrics, formerly a division of JPMorgan. The RiskMetrics approach is just an EWMA model that uses a prespecified decay factor for daily data (0.94) and monthly data (0.97).
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
