volatility

Hello everyone, I want to write my thesis about the stability of stablecoins and need some help with my analysis. I want to analyse the volatility of stablecoins compared to the USD and Bitcoin. My Null Hypothesis would be something llike "The fx-rates of stablecoins to 1. USD and 2. BTC are...

Hello guys, i have this huge coursework which i have been working for a long time and the deadline is tomorrow, so far i have been able to answer everything but one question on which i would really appreciate the help. Basically one part of the coursework is to acquire historical data for a...

Hi, I want to score a long list of products based on their volatility of quantity sold in the last 12 months. for example, if prod A gets sold 30 each month, then total is 360 for year. if prod B gets sold in month 3 at 100 and month 4 at 300 then year end is 400 . prod A is better...

Hi, I am trying to calculate the forecast standard error for a long-term volatility forecast of a time series. I am simply using the unbiased estimator of the historical volatility of the time series as my forecast. The historical time series is monthly frequency with approximately 360 data...

Thread deleted

Hi guys, I'm having some problems establishing the best possible test for a comparison of two samples. Background: I'm investigating the volatility in returns of Exchange Traded Funds which trade non-synchronously with the market of the underlying basket. For example, an ETF for a...

Hi all, I am experiencing difficulties to calculate portfolio volatility each period ("rebalance") given the following variables (enclosed). Correlation ("corr_Nt") across assets ("ticker") remains constant within a period. It is an equally weighted portfolio but weight changes each period (#...

Statistical package Please refer to the Statistical Package section for this post

Hello, For my thesis I was given the assignment to research the effect of macroeconomic news on stocks. I chose to investigate the effect of US announcements coming from the BLS on the Brazilian stock market. In my case I wanted to check if the announcements would have a significant effect on...

Hi, I'm using stata 12 to estimate volatility of equity. My series is non-stationary and I want to use a arch(p,q) arch(1) model to estimate it. Equity = stock price x number of stocks I have 1500 observations divided into 23 quarters. I want to estimate volatility of equity per quarter. How...