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Standard Deviation without mean in EWMA/GARCH
Hi David, one quick question regarding the calculation of StDev for the EWMA model. While I was watching your youtube video: I noticed that your formula to calculate the simple StDev only sums squared returns. Why is the mean not subtracted from the daily returns before squaring them? Thx...- Makki
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- Forum: P1.T2. Quantitative Methods (20%)