wanganjie

 

4、Which of the following most accurately describes the liquidity of linear clones of hedge funds and the hedge funds that they are replicating?

I.           Positive first-order autocorrelation is an indicator of illiquidity risk.

II.         Hedge fund linear clones are less liquid than the hedge funds that they replicate.

III.        Larger p-values for the Ljung-Box Q-statistic indicate more statistically significant autocorrelation.

IV.      Larger p-values for the Ljung-Box Q-statistic indicate less statistically significant autocorrelation.

A) I and IV.

B) I, II and III.

C) II and III.

D) I and III.

wanganjie

 

The correct answer is A

Positive first-order autocorrelation indicates an illiquidity, and the larger p-values indicate less significant measures of autocorrelation (illiquidity).

linken

3s

binsi

谢谢楼主

neda

顶

那一年

顶

唐快庇

【效率小额贷款】成立于2002年，拥有雄厚的资金，办理简单，低利息，免担保、操作明细。代办信用卡联系qq：79711981 联系号码：13522264292