金程网校FRM
首页 FRM考试 FRM课程 FRM题库 FRM直播 FRM资料
您现在的位置:首页试题精选 【风险管理基础&定量分析】FRM一级每日一题

【风险管理基础&定量分析】FRM一级每日一题

发表时间: 2015-04-10 13:51:59 编辑:金程frm

【风险管理基础&定量分析】FRM一级每日一题
【风险管理基础&定量分析】FRM一级每日一题
Which of the following GARCH models will take the longest time to revert to its mean?

A.

B.

C.

D.

Answer: A

The model that will take the longest time to revert to its mean is the model with the highest persistence defined by. So A is the right answer with.

吐槽

对不起!让你吐槽了

/500

上传图片

    可上传3张图片

    Copyright © 2001-2017 金程网校 All Rights Reserved.