Interpretation conditional volatility plot
Informazioni
Questa domanda è chiusa. Riaprila per modificarla o per rispondere.
Mostra commenti meno recenti
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!
Risposte (0)
Questa domanda è chiusa.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!