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Hi, I was wondering if you could clear something up for me I am using a multivariate GARCH model to test the time series relationship between the variance of gold returns against its own lags and against the variance of equity and bond returns. Should the variances of these exogenous variables be en...

I am currently working with daily financial data and instead of having one boxplot for all the results of the moving window correlation I would like to have individual boxplots on the same graph but grouped annually to express the change in the relationship through time.

Hi there, I am using a simple moving window rolling correlation of time series data and i would like to know if I can plot the outputs from this data with annuallized boxplots inorder to get a sense of the shift in correlation over time. Any help with this matter would be extremely appreciated Regar...