April 15, 2024, midnight | R - datawookie

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The two quantities we have been modelling (the time-dependent average and standard deviation of the returns) represent respectively the (potential) risk and reward associated with an asset. The relationship between these two quantities is implicit in the GARCH model. However, sometimes the return depends directly on the risk. A variant ...


Continue reading: Risk/Reward Tradeoff

deviation garch however modelling r bloggers reading relationship returns risk standard

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