Obtain at least 5 years of daily data for at least three stocks and, if you can,

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Obtain at least 5 years of daily data for at least three stocks and, if you can, one currency. Estimate annual volatility for each year for each asset in your data. What do you observe about the pattern of historical volatility over time? Does historical volatility move in tandem for different assets? Stocks
Stocks or shares are generally equity instruments that provide the largest source of raising funds in any public or private listed company's. The instruments are issued on a stock exchange from where a large number of general public who are willing...
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Derivatives Markets

ISBN: 978-0321543080

4th edition

Authors: Rober L. Macdonald

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