FRM一级:风险管理基础&定量分析
2017-04-22 15:13 互联网 责编:admin
2024年FRM备考资料
- FRM考纲变化
- FRM英语词汇及公式表
- 思维导图
- 全新复习资料
- 前导课程
- 历年习题汇总
The following GARCH(1,1)model is used to forecast the daily return variance of an asset:
Suppose the estimate of the volatility today is 6.0%and the asset return is-3.0%.What is the estimate of the long-run average volatility per day?
A.1.12%
B.1.29%
C.1.85%
D.1.91%
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