Search found 2 matches

by Bayre
Sun Oct 14, 2012 7:17 am
Forum: Econometric Discussions
Topic: Negative returns
Replies: 1
Views: 2782

Negative returns

Hey guys I'm trying to answer a question 'according to folklores, negative returns tend to cause more volatility than positive ones. Does this hold for the DJCA return series?'

I'm unsure how I can show if this is true or not, any help would be greatly appreciated thanks
by Bayre
Thu Oct 11, 2012 4:48 am
Forum: Econometric Discussions
Topic: Dependent structure
Replies: 1
Views: 2997

Dependent structure

Hey guys I'm somewhat new to econometrics so this might be a rookie question but if a question asks this: 'Can you build an adequate model for the DJCA return series, which captures the dependence structure in the return series?' Would I be right in looking at Ac in returns and squared returns, if i...

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