Hi Guys,
Quick question in relation to using EWMA in practice - I know Risk Metrics uses alpha factors of 0.94 and 0.97 but does anyone know the reasoning for this? Also does anyone using EWMA use a different alpha factor for some reason - if so would you mind explaining the reasoning behind...
Hi David/Suzanne,
Could you please confirm if the distribution tables (eg normal, student's t etc.) will be provide in the exam level 1 if required? I have heard conflicting reports on this and would just like some clarity.
Regards,
Ray.
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.