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Hi i have the next questions-reading about Chapter 2&3 de Allen: 1. Could you explain the difference between forward based and model based? adn why MA not model heavy tail? pg 11 2. In GARCH model, why it said unconditional heavy tails? 3.- What's the relationship between GBM-> BSM and MA...

Hi In the part of the allen book: "Compare, contrast and calculate parametric and non-parametric approaches for estimating conditional volatility, including: HISTORICAL STANDARD DEVIATION" The part of : For example, assume the previous four daily returns for a stock are 6% (n-1), 5% (m-2), 4%...