We are excited to announce a new development on the NumXL support front. We’lli be pooling external links and resources and posting them on our Facebook page. Many of our users requested links to resources and literature on time series and…
This week, we’ll take the prior discussion further and develop an understanding of autoregressive conditional heteroskedasticity (ARCH) volatility modeling. Why do we care? Volatility cannot be directly observed, and volatility modeling is more complicated than those of a conditional mean. The concepts…
This week, we continue our on-going series on volatility modeling and forecast. In this issue, we start by defining the various terms in an asset’s return time (e.g., holding period) and explain the multi-period forecast of returns and volatility. Finally,…
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