Effect of window length choice
To the right are two plots of rolling annualized volatility. One of the plots has rolling windows of 6 months, and the other has windows of 24 months. Which one is more timely in terms of reacting to recent shocks?
Cet exercice fait partie du cours
Introduction to Portfolio Analysis in R
Exercice interactif pratique
Passez de la théorie à la pratique avec l’un de nos exercices interactifs
