[KongchangAI]
Unverified50% confidenceFactExact time

波动率具有长记忆特性,其自相关函数衰减极为缓慢,Hurst指数通常在0.7-0.9之间,远高于随机游走的0.5

1
Sources
50%
Confidence
Long-term
Relevance
8/12/2026
First Seen

Sources

金融机器学习模型为何难以评估?核心挑战与避坑指南

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