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elf_fu elf_fu
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Posts: 705
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6 years ago
During periods when measured volatility is high, the typical day tends to exhibit high volatility. This behavior is referred to as volatility:
A) Clustering
B) EWMA
C) Smile
D) Stochasticity
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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Posts: 471
6 years ago
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