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FRM: Volatility approaches

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Feb 5, 2008
9:35

Lots of ways to estimate volatility. In this map, I parse out implied volatility (forward looking) and deterministic (constant) and focus on stochastic volatility: volatility that changes over time, either via (conditional) recent volatility and/or random shocks. For more financial risk videos, visit our website! http://www.bionicturtle.com

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FRM: Volatility approaches | NatokHD