- UID
- 222300
- 帖子
- 619
- 主题
- 52
- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-20
|
5#
发表于 2011-7-11 19:22
| 只看该作者
and just for giggles since i'm now looking at my notecards and it's my next one after shrinkage, remember with volatility clustering, high volatility periods are often followed by periods of more high vol or low with low. the higher the rate of decay b/t volatility b/t one period and the next, the greater the tendency for volatility clustering. i like these quizes- reminding me of the little stuff i completely forgot even existed in this cirriculum. |
|