In forecasting yield volatility, why would an analyst not want to weight each daily yield change equally?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:01 AM

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In forecasting yield volatility, why would an analyst not want to weight each daily yield change equally?

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There are a couple of reasons why an analyst wouldnt want to weight each daily yield ch...View the full answer

Introduction To Fixed Income Analytics

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