finance

City University of Hong Kong Department of Economics and Finance Course EF5213 Assignment #1 ( due February 6, 2020) 1. In the Exponentially weighted moving average model (EWMA), future variance is a weighted average of its immediate past estimation and the most recent observation of squared residual of price return. It follows an iteration equation […]

For the exclusive use of A. Wang, 2019. REVISED NOVEMBER 8, 2012 KARL SCHMEDDERS KEL700 Hollywood Rules The View from Wall Street Wall Street hedge fund manager Kim Meyer was fuming. He tossed the morning paper on his desk in aggravation. For the third time this month, he had gotten burned. He had bet against

For the exclusive use of A. Wang, 2019. REVISED NOVEMBER 8, 2012 KARL SCHMEDDERS KEL700 Hollywood Rules The View from Wall Street Wall Street hedge fund manager Kim Meyer was fuming. He tossed the morning paper on his desk in aggravation. For the third time this month, he had gotten burned. He had bet against