After receiving several inquiries about the exponentially weighted moving average (EWMAi) function in NumXL, we decided to dedicate this issue to exploring this simple function in greater depth.
Archives for Exponentially Weighted Moving Average
We start a new on-going series on volatility modeling and forecast. In this issue, we start with the definition and general dynamics of volatility in financial time series. Next, we will use historical data to develop a few methods to…
