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Gilbert TeklevchievThe Yang and Zhang Volatility Estimation ModelThe Yang and Zhang (2000) volatility estimation model was born after the expansion of several other models, specifically the…Aug 7, 2022Aug 7, 2022
InDev GeniusbyRobinaiqbalVolatility Modeling with R :: ARCH and GARCH ModelsEstimation of ARCH and GARCH Models with normal and no-normal Innovations using rugrach() packageDec 4, 20223
Staney Joseph 🎖️Volatility and Price Stability: Making Cryptocurrencies Practical for Everyday UseCryptocurrencies have been a hot topic in the financial world for the past decade. Their decentralized nature, potential for high returns…Nov 20, 2023
InTowards Data SciencebySarit MaitraVolatility Measure using GARCH & Monte-Carlo SimulationsStatistical analysis & mathematical model to measure volatilitySep 25, 20191
Leon CaiThe Infamous Smirk — Pricing Options (I)In this article, I will use vanilla European call to illustrate the different models used to describe the stock price process. The…Oct 4, 2023
Gilbert TeklevchievThe Yang and Zhang Volatility Estimation ModelThe Yang and Zhang (2000) volatility estimation model was born after the expansion of several other models, specifically the…Aug 7, 2022
Jimmy LawTime series analysis of Bitcoin pricesA look at some key statistical properties and relevance to trading and risk managementFeb 2, 2022
