Robustniks

Robustniks are researchers who think that every model is wrong and no model can be expected to explain all the return observations. Robustniks make their volatility predictions in such a way that their prediction remains reliable even when there are outliers in the data or when the model changes over time.


Which of the following actions does not describe a robustnik's mind set?

Answer the question
50 XP
Possible Answers
  • press
  • press
  • press