Realized variation - PowerPoint PPT Presentation

Haoming Wang 2/27/2008

Predictive Regression Models of Realized Variation and Realized Semi-Variance in the Pharmaceuticals Sector. Haoming Wang 2/27/2008. Introduction. Want to examine predictive regressions for realized variance and realized semi-variance (variance caused by negative returns).

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547 views • 43 slides

Haoming Wang 2/27/2008

★ ★ ★ ★ ★

558 views • 43 slides

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