What is the effect of changing A from 0.94 to 0.97 in the EWMA calculations in the

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• What is the effect of changing A from 0.94 to 0.97 in the EWMA calculations in the fourindex example at the end of Section

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 22, 2024 04:00 AM

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What is the effect of changing A from 0.94 to 0.97 in the EWMA calculations in the fourindex example at the end of Section
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What is the effect of changing A from 0.94 to 0.97 in the EWMA calculations in the

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