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returns calculation in covariance and volatility updates
Can you explain why sometimes the returns are calculated in the formula as x_n/x_(n-1) - but other times it is calculated as ln(x_n/x_(n-1))? which one should i use in any specific occasion? thanks. This is for the covariance and volatility update formulas.- martinwjl
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- Forum: P1.T2. Quantitative Methods (20%)