4938数理金融困难essaymedium
Scaling Failure Intuition 23
题目
Why can square-root-of-time VaR scaling fail badly during volatility clustering?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
Why can square-root-of-time VaR scaling fail badly during volatility clustering?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。