1. Compute the daily variance of the returns on the S&P500 for the period starting January 2,...
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1. Compute the daily variance of the returns on the S&P500 for the period starting January 2, 1992, using the RiskMetrics approach. Use the first 2 years of data to calculate the variance of the return on January 2, 1992.
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Related Book For 
Elements Of Financial Risk Management
ISBN: 9780121742324
1st Edition
Authors: Peter F. Christoffersen
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