And after the intraday periodicity factors are filtered through FFF regression, the high frequency absolute return of fund index doesn't have obvious periodicity any longer.
通过FFF方法,将该周期因子进行滤波处理以后,基金指数高频绝对收益不再具有明显周期性。
And after the intraday periodicity factors are filtered through FFF regression, the high frequency absolute return of fund index doesn't have obvious periodicity any longer.
通过FFF方法,将该周期因子进行滤波处理以后,基金指数高频绝对收益不再具有明显周期性。
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