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Home / Content / 2016 / December / Date: December 27, 2016

  1. IBM-RET-SQ-PLOT.png

    IBM Returns Squared Time Series Plot

  2. IBM-QQPlot.png

    IBM Returns QQ Plot

  3. IBM-RET-HIST.png

    IBM Returns Histogram

  4. IBM-PRICE-RET-PLOT.png

    IBM Price Returns Plot

  5. IBM-DLY-DESC-STATS.png

    IBM Daily Returns Descriptive Statistics

  6. IBM-DLY-DESC-STATS.png

    IBM Daily Returns Descriptive Statistics

  7. Histogram-bins-method-table.png

    Summary of number of bins calculated by 4 different methods

  8. EDF-PLOT.png

    Empirical density function for the EUR/USD daily log returns

  9. EURUSD-HIST-ALL.png

    Excel Histogram plots using different number of bins

  10. 7508700742_a39dc099cf.jpg

    Term Structure Volatility for S&P 500

  11. 7508700860_5a893900fb.jpg

    Local Volatility forecast for S&P 500

  12. optimizing-MASD.png

    A plot of RMSE vs. different lambda values to estimate S&P 500 daily volatility using the EWMA method

  13. RMSE-PLOT.png

    plot of the RMSE values vs. window size of the moving standard deviation, S&P 500 daily returns

  14. EWMA-VOL-OPT-PLOT-SP500DLY.png

    Daily volatility for S&P500 using EWMA method with an optimal lambda of 0.90

  15. MASD-VOL-OPT-PLOT-SP500DLY.png

    S&P 500 daily volatility estimate using moving window (12-day) standard deviation method

  16. VOL-CLUSTER-SP500-DLYRET.png

    S&P 500 daily log returns showing periods of volatility clusters

  17. Airline-Output-Initial_0.png

    Airline Model Output Table with Residual Diagnosis Test

  18. EDF-Plot.png

    Empirical Distribution Function (EDF vs. normal) Graph

  19. Shapiro-Wilk_0.png

    Shapiro-Wilk Normality Test Table

  20. QQPlot.png

  21. Jacque-Bera_0.png

    Jarque-Bera Normality Test Table

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