• June
  • 2017

Overcoming the Data Dilemma: How to Use Rolling Analysis for Accurate Forecasting

The insufficiency of financial data is a recurring problem with respect to estimation of statistical quantities and risk measures of historical return series. Risk managers, however, can use so-called rolling window analysis to meet this challenge.

We’ll examine this topic in this article, we proudly produced in association with GARP.

Contact our team for more information: info@kidbrooke-advisory.com

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An Introduction to Stochastic Volatility Jump Models

  • March
  • 2016
Stochastic Volatility Jump Diffusion (SVJD) is a type of model commonly used for equity returns that includes both stochastic volatility and jumps.