FREE Trial
Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

could you please answer this question? The exponentially smoothed volatility estimate EWMA of = 107_, + (1 - A),-, is calculated with smoothing parameters lambda=.94.

image text in transcribed

could you please answer this question?

image text in transcribed
The exponentially smoothed volatility estimate EWMA of = 107_, + (1 - A),-, is calculated with smoothing parameters lambda=.94. A. Is the process stable? What is the long run volatility forecast? B. Will volatility predictions be higher after negative returns than after similar positive returns

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

International Financial Management

International Financial Management

Authors: Cheol Eun, Bruce G. Resnick

8th edition

125971778X, 978-1259717789

More Books

Students also viewed these Finance questions

Question

★★★★★
North County School District expended $1,450,000 in federal financial assistance this year. a. Is North County School District required to have an audit in accordance with the Single Audit Act?...

Answered: 1 week ago

Question

★★★★★
What advantage does Zara gain from replenishing its stores multiple times a week compared to a less frequent schedule? How does the frequency of replenishment affect the design of its distribution...

Answered: 1 week ago

Question

★★★★★
What possible social and cultural problems can arise from the study of genes and behavior, specifically intelligence and genetics?

Answered: 1 week ago

Question

★★★★★
On January 1, 2015, Weaver Corporation purchased a patent for $ 237,000. The remaining legal life is 20 years, but the company estimates the patent will be useful for only six more years. In January...

Answered: 1 week ago

Question

★★★★★
please dont use chat gpt AI 6 9 0 . .

Answered: 1 week ago

Question

★★★★★
The consumption function captures one of the key relationships in economics. It expresses consumption as a function of disposal income, where disposable income is income after taxes. The attached...

Answered: 1 week ago

Question

★★★★★
Required neat and clear handwritten solution with all steps. Knowing that a = 0.14 m, b = 0.54 m, c= 0.35 m and F = 3.6 kN, determine the magnitude of the force at point B. A B F KN C D bm am bm EO cm

Answered: 1 week ago

Question

★★★★★
Write a MATLAB script to visualize a 3 D plot of a parametric surface representing a spherical spiral. The parametric equations for a spherical spiral are given by: x ( ? , \ theta ) = Rsin ( ? ) cos...

Answered: 1 week ago

Question

★★★★★
What are the specific activities that could make up your project? pleaselist the activities with their information on immediate predecessor andcompletion time, in both a table, and PERT chart.

Answered: 1 week ago

Question

★★★★★
from your own experience, describe a situation in which you provided a double message. Did you intentionally provide it?

Answered: 1 week ago

Question

★★★★★
Free vibration of two rotor system The flywheel of an engine driving a dynamo has mass of 200kg and has a radius of gyration of 30cm. The shaft at the flywheel end has as an effective length of 25cm...

Answered: 1 week ago

Question

★★★★★
under australian tax law, if I rent out an apartment and i pay $1000 for a property management agent, is this cost tax deductible, if yes, what law does it fall under?

Answered: 1 week ago

Question

★★★★★
Small businesses in the area where you live make impacts on your local society. Some make a positive impact, others a negative impact. Identify two local companiesone that is a good citizen and one...

Answered: 1 week ago

Question

★★★★★
Was it time for Loan Bright to change markets? When a company sets a strategy, should it be changed? Why? When? The four men huffed and puffed their way up a steep hiking trail in the Rocky...

Answered: 1 week ago

Question

★★★★★
Making a profit diminishes any social good a business creates. True/False

Answered: 1 week ago

Previous Question Next Question