Question: Use the Monte Carlo method to filter conditional volatility. Present and interpret descriptive statistics of conditional volatility of (i) overnight returns, (ii) intraday returns, and

Use the Monte Carlo method to filter conditional volatility. Present and interpret descriptive statistics of conditional volatility of (i) overnight returns, (ii) intraday returns, and (iii) total returns on China emerging market. Please answer strict to the question, using China emerging market and the Monte Carlo method!

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