STAT244.Lecture.02 4

STAT244.Lecture.02 4 - I Asymmetry I Volatility clustering I

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Statistical Properties of Returns ( r t ) I No autocorrelation except at small time scales I Heavy tails
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Unformatted text preview: I Asymmetry I Volatility clustering I Volume/volatility correlation I (Cont, 2001)...
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This note was uploaded on 10/16/2010 for the course STAT 244 taught by Professor Dr.velu during the Summer '10 term at Stanford.

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