Covariance concept
Covariance is used in various areas in portfolio management. With GARCH models, one can compute the dynamic covariance to incorporate the time-varying characteristic of volatility. And in Modern Portfolio Theory, covariance demonstrates the diversification benefit of combining different types of assets.
Which of the following statements is incorrect?
Este exercício faz parte do curso
GARCH Models in Python
Exercício interativo prático
Transforme a teoria em ação com um de nossos exercícios interativos
