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finanzmaster
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Posts: 108
Joined: March 11th, 2007, 1:04 pm

Volatility Clustering and Piecewise Homoscedasticity – Part I – Indices

January 13th, 2018, 5:36 pm

My research from 2012, which shows that #volatility #regimeswitching on major stock indices took place sufficiently long before the financial crisis broke out. Both technical report and ostensive charts.

https://letyourmoneygrow.com/2018/01/13 ... i-indices/
 
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