Index of [finpko.ku.edu]

The daily return is . The current daily variance estimate is . The new daily variance estimate is . The new volatility is the square root of this. It is 0.00579 or 0.579%. Problem 20.16. Suppose that the daily volatilities of asset A and asset B calculated at close of trading … ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download