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Hi Guys, Quick question in relation to using EWMA in practice - I know Risk Metrics uses alpha factors of 0.94 and 0.97 but does anyone know the reasoning for this? Also does anyone using EWMA use a different alpha factor for some reason - if so would you mind explaining the reasoning behind...

Hi David, Just a quick question on your mock exams. What grade should I expect to score in the mock exams? Ray.