What is the half-life for an estimator with a decay factor of 0.95 and 200 data points?
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What is the half-life for an estimator with a decay factor of 0.95 and 200 data points?
What is the half-life for the same decay factor with 1,000 data points?
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Related Book For
Quantitative Financial Risk Management
ISBN: 9781119522201,9781119522263
1st Edition
Authors: Michael B. Miller
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