Volatility Clustering and Piecewise Homoscedasticity – Part I – Indices

[yetanotherquant]

My research from 2012, which shows that #volatility #regimeswitching on major stock indices took place sufficiently long before the financial crisis broke out. Both technical report and ostensive charts.

Volatility Clustering and Piecewise Homoscedasticity - Part I - Indices

 

[yetanotherquant]

2nd Part: 2940 Stocks

i) https://letyourmoneygrow.com/2018/01/15/volatility-clustering-and-piecewise-homoscedasticity-part-ii-2940-stocks/
ii) https://letyourmoneygrow.com/2018/01/16/volatility-clustering-piecewise-homoscedasticity-part-ii-2940-stocks-c/
iii) https://letyourmoneygrow.com/2018/01/17/volatility-clustering-piecewise-homoscedasticity-part-ii-2940-stocks-d-f/
iv) https://letyourmoneygrow.com/2018/01/18/volatility-clustering-piecewise-homoscedasticity-part-ii-2940-stocks-g-l/
v) https://letyourmoneygrow.com/2018/01/19/volatility-clustering-piecewise-homoscedasticity-part-ii-2940-stocks-m-z/