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finanzmaster


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.

https://letyourmoneygrow.com/2018/01/13/volatility-clustering-piecewise-homoscedasticity-part-i-indices/


www.yetanotherquant.com - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students
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