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    RiskMetrics RM2006 Methodology

    Is anyone using/used the RiskMetrics RM2006 forecasting model? (http://www.riskmetrics.com/risk_management/rm2006.html) For the next few weeks I have to learn it and compare backtests using it to the RiskMetrics RM1994. RM2006 is supposed to better capture volatility clustering and fat...
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    M.S. Mathematics and Statistics vs. M.S. Financial Economics

    HI everyone, I'm new to these forums and have found it to be a pretty dauting task to sort through all the info provided. Right now I'm trying to decide between two programs I have been admitted to. A M.S. in Mathematics and Statistics at Georgetown, and a Masters in Financial Economics...
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