Question: Update the time series in Section 13.3 and for each of the three series, compute a 1-step-ahead volatility forecast by implementing MA and EWMA.

Update the time series in Section 13.3 and for each of the three series, compute a 1-step-ahead volatility forecast by implementing MA and EWMA.

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In Figure 3 we plot the three time series We take log differences of the three series to obtain thei... View full answer

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