a*****t
发帖数: 20 | 1 I remember one post sometime ago with one of the statistics interview
questions as follows. But I was not able to find the original question
anymore. Would appreciate it very much if you can reply with the link.
Question: there is a daily stock price sequence, but you do know whether the
time is from start to end of the sequence or from the end of sequence to
the start. Find a way to determine that. |
d********t
发帖数: 9628 | 2 how many days
the
【在 a*****t 的大作中提到】
: I remember one post sometime ago with one of the statistics interview
: questions as follows. But I was not able to find the original question
: anymore. Would appreciate it very much if you can reply with the link.
: Question: there is a daily stock price sequence, but you do know whether the
: time is from start to end of the sequence or from the end of sequence to
: the start. Find a way to determine that.
|
a*****t
发帖数: 20 | 3 In do not remember. But say 1 year. |
n****e
发帖数: 629 | 4 这是求答案还是求link?
the
【在 a*****t 的大作中提到】
: I remember one post sometime ago with one of the statistics interview
: questions as follows. But I was not able to find the original question
: anymore. Would appreciate it very much if you can reply with the link.
: Question: there is a daily stock price sequence, but you do know whether the
: time is from start to end of the sequence or from the end of sequence to
: the start. Find a way to determine that.
|
t**i
发帖数: 387 | 5 没看懂问题。。。
the
【在 a*****t 的大作中提到】
: I remember one post sometime ago with one of the statistics interview
: questions as follows. But I was not able to find the original question
: anymore. Would appreciate it very much if you can reply with the link.
: Question: there is a daily stock price sequence, but you do know whether the
: time is from start to end of the sequence or from the end of sequence to
: the start. Find a way to determine that.
|
J*****n
发帖数: 4859 | |
w**********y
发帖数: 1691 | 7 我很久前贴过。。手机上没法找link....
the
【在 a*****t 的大作中提到】
: I remember one post sometime ago with one of the statistics interview
: questions as follows. But I was not able to find the original question
: anymore. Would appreciate it very much if you can reply with the link.
: Question: there is a daily stock price sequence, but you do know whether the
: time is from start to end of the sequence or from the end of sequence to
: the start. Find a way to determine that.
|
w**********y
发帖数: 1691 | 8 skewness is one solution. normally stocks returns have negative skew.
another way is leverage effect, the negative correlation of return and
change of vol |
d********t
发帖数: 9628 | 9 他只有一个stock，而且也妹给volume。
【在 w**********y 的大作中提到】
: skewness is one solution. normally stocks returns have negative skew.
: another way is leverage effect, the negative correlation of return and
: change of vol
|
a*****t
发帖数: 20 | 10 I think both approaches make sense. Thanks.
【在 w**********y 的大作中提到】
: skewness is one solution. normally stocks returns have negative skew.
: another way is leverage effect, the negative correlation of return and
: change of vol
|
s******g
发帖数: 129 | 11 how to figure out this problem using the neg skew?
【在 w**********y 的大作中提到】
: skewness is one solution. normally stocks returns have negative skew.
: another way is leverage effect, the negative correlation of return and
: change of vol
|
