Forums  > General  > Volatility Clustering and Piecewise Homoscedasticity – Part I – Indices  
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Total Posts: 134
Joined: Feb 2011
Posted: 2018-01-13 18:39
My research from 2012, which shows that volatility regime switching on major stock indices took place sufficiently long before the financial crisis broke out. Both technical report and ostensive charts. - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students
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