Using real, daily data, for several stocks, plot a time series of volatility using several models. (a)

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Using real, daily data, for several stocks, plot a time series of volatility using several models.

(a) Divide the data into yearly intervals and estimate volatility during each year.

(b) Use a fixed-length, moving window.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:56 AM

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Using real, daily data, for several stocks, plot a time series of volatility using several models. (a)

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a To plot a time series of volatility using yearly intervals one can first collect daily stock price ...View the full answer

Introduces Quantitative Finance

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