来自：FRM > 二级 > Market Risk Measurement and Management 2020-09-26 23:38
老师，求助第五题
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1774天前
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182****3919
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20
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1774天前
jason 2020-09-27 11:33
致精进的你:
With the level-on-level approach, error terms are somewhat correlated over time, while with the change-on-change approach, the error terms are completely correlated. Thus, error terms are correlated over time with both approaches.同学，这个题目是拓展型知识点，有精力的话可以记住
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