weighting-schemes

  1. Nicole Seaman

    P1.T2.702. Simple (equally weighted) historical volatility (Hull)

    Learning objectives: Define and distinguish between volatility, variance rate, and implied volatility. Describe the power law. Explain how various weighting schemes can be used in estimating volatility. Questions 702.1. Consider the following series of closing stock prices over the tend most...
    • Nicole Seaman
    • Thread
    • estimating-volatility implied-volatility power-law simple-historical-volatility variance-rate volatility weighting-schemes
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    • Forum: FRM® Practice Questions
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