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volatility
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Presentation and notebook for the lightning talk A Quick Intro to Hidden Markov Models Applied to Stock Volatility presented in R/Finance 2017.
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May 18, 2017 - HTML
An asset-pricing model using historical prices. Volatility of the asset is modeled as the random variable that changes over time and each iteration. For modelling the future price behavior, Monte Carlo simulations were performed.
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Sep 16, 2020 - HTML
Volatility Command Search Engine
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Sep 10, 2021 - HTML
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