Hi guys,
I have the following question below:
I can obtain the expected portfolio return and stdev of stock 2 easily. I seem to be stumped obtaining the return of stock 2.
I am thinking along the lines that this may have something to do with a conditional distribution between the two.
Any...
Hi all,
May I clarify if this is correct, for forecasting volatility there is:
1) forecasting future volatility using past data [ARIMA/GARCH/EWMA]
2) forecasting future volatility using implied volatility
3) forecasting implied volatility using historical implied volatility and time series...
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