Assume we calculate a one-week VaR for a natural gas position for rescaling the daily VaR using the square-root rule. Let us now assume that we determine the true gas price process to be mean reverting and recalculate the VaR. Which of the following statements are true?

查阅了下 都是说偏小的

可是均值回归过程不是也有从小于均值到均值的过程的吗？ 这样的话不是应该就偏大了？求解答！！！