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Question: 1describe in your own words what graphical method and formal...

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1.Describe in your own words what graphical method and formal tests you can use to detect volatility clustering.

 

 

2.Describe the RiskMetrics exponential smoother model for multivariate volatility, and discuss the pros and cons of the constant conditional correlation model of Bollerslev (1990) versus the RiskMetrics approach. 

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