在barra最近的r**k model中,因子计算和协方差矩阵计算中多处提到了半衰期的概念,这里半衰期具体是怎样应用的呢。比如,在计算beta时,提到了beta ** estimated over the trailing 252 trading days of returns with a half-life of 63 trading days. 那么这个beta的回归是怎么做的呢?
请查看此查询网址:edf standards edf ** a type of data standard that ** frequently employed to transfer environmental data between organizations. the first version of the standard was publ**hed in 1994 for the...