Davide Sanchioni
Posted on:

18 Jan 2022
0

absolute and not squared returns

in Time Series Analysis with Python / Forecasting Volatility

@Viktor Mehandzhiyski: why was the comparison made with the absolute value and not with the square of the returns?

0 answers ( 0 marked as helpful)

Submit an answer

related questions

Alessandro Imbrìaco
0
4
Difference between NULL and NA?
Mohamed AZRARAG
0
0
test of significance and the p_value
Jaycus Goh
0
0
Residual of normalized returns
Poramate Tarasak
0
0
LLR and information criteria
Zine-Elabidine Laaboudi
0
0
Volatility and squared returns
Khaled Saleh Amrouni
0
0
Time series Analysis for Ages , but not dates
Hamidreza
0
0
Type of method and import data in Excel
Dhanalakshmi
0
0
Returns used for MA and ARMA