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EC941 - Game Theory

EC941 - Game Theory. Lecture 2. Prof. Francesco Squintani Email: f.squintani@warwick.ac.uk. Structure of the Lecture. Mixed Strategies Nash Equilibrium and Rationalizability Correlated Equilibrium. Mixed Strategies. In a game in strategic form G=(I, S, u), for each player i , S i

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Shengyu Zhang The Chinese University of Hong Kong

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Estimating Volatilities and Correlations

Estimating Volatilities and Correlations. Chapter 21. Standard Approach to Estimating Volatility . Define s n as the volatility per day on day n , as estimated at end of day n - 1 Define S i as the value of market variable at end of day i

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