The moving average is one approach to estimate volatility. List two drawbacks to this method.

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Value at Risk The New Benchmark for Managing Financial Risk

ISBN: 978-0071464956

3rd edition

Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:17 AM

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The moving average is one approach to estimate volatility. List two drawbacks to this method.

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One drawback of the moving average method is that it gives the same weight t...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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