Interpretation conditional volatility plot
Información
La pregunta está cerrada. Vuélvala a abrir para editarla o responderla.
Mostrar comentarios más antiguos
Hi,
I have plotten the log differences of exchange rates and in the same plot, I show the conditional volatility 
. The conditional volatility follows approximately the same path, but is much smaller. Is this correct? Because most figures that I have seen, is that the peaks are approximately the same size.
. The conditional volatility follows approximately the same path, but is much smaller. Is this correct? Because most figures that I have seen, is that the peaks are approximately the same size. Thanks in advance!
Respuestas (0)
La pregunta está cerrada.
el 9 de Jun. de 2019
Cerrada:
el 20 de Ag. de 2021
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
