Interpretation conditional volatility plot
Info
Diese Frage ist geschlossen. Öffnen Sie sie erneut, um sie zu bearbeiten oder zu beantworten.
Ältere Kommentare anzeigen
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.
Thanks in advance!
Antworten (0)
Diese Frage ist geschlossen.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!