Tag: ARCH model

• Predicting the Future…

  Autocorrelation occurs where past data can be used to predict the future. *snore*. If you’re still reading, think about it like this. If you know your friend, Alex, is always late, you will assume that he will arrive late every time. But if Alex is only late some of the time, you’re not sure when…

  Thomas Schleusener

  April 2, 2016

  Markets, Non-Fiction

  ARCH, ARCH model, Futures, Insurance, lehman, Options, Prediciton, Swaps, volatility