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...
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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