tag:blogger.com,1999:blog-897456774486153841.post7010007904365843652..comments2024-03-28T06:07:36.391-07:00Comments on VIX and More: Headwinds Again?Bill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-897456774486153841.post-53306185508060671242024-02-20T22:59:37.414-08:002024-02-20T22:59:37.414-08:00Another insightful post! It's interesting to e...Another insightful post! It's interesting to explore the factors contributing to these headwinds and their potential impact on various industries. Just as navigating uncertainties requires a skilled hand, finding the right <a href="https://vherso.com/post/293373_ajay-chaudhary-a-visionary-builder-in-noida-read-more-https-medium-com-ajaychaud.html" rel="nofollow">Builder in Noida</a> demands expertise and reliability. Thanks for shedding light on these complex issues - knowledge like this helps us navigate turbulent times with confidence!Builder in Noidahttps://vherso.com/post/293373_ajay-chaudhary-a-visionary-builder-in-noida-read-more-https-medium-com-ajaychaud.htmlnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-49261652678349157832023-12-22T03:54:21.050-08:002023-12-22T03:54:21.050-08:00This blog truly excels in providing comprehensive ...This blog truly excels in providing comprehensive information. Please continue to update it for us.<br /><a href="https://www.filefactory.com/file/4ufelqo4gn00/US%20Visa%20Appointment%20Made%20Easy%20Application%20to%20US%20Visa%20Interview%20Success%20~%20USCIS%202023%20Updates.mp4" rel="nofollow">Latest Immigration News Today</a>Visa and Immigrationshttps://www.filefactory.com/file/4ufelqo4gn00/US%20Visa%20Appointment%20Made%20Easy%20Application%20to%20US%20Visa%20Interview%20Success%20~%20USCIS%202023%20Updates.mp4noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-11343270620006459982008-07-28T10:51:00.000-07:002008-07-28T10:51:00.000-07:00Bill - heads up on promised follow up to last VIX ...Bill - heads up on promised follow up to last VIX posting:<BR/>http://marketsci.wordpress.com/2008/07/28/the-vix-is-very-predictable/<BR/><BR/>I hope I've redeemed myself for VIX-bashing last week =)<BR/><BR/>michaelMichael (MarketSci)https://www.blogger.com/profile/13717762578468995667noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-7279954507030595652008-07-25T08:08:00.000-07:002008-07-25T08:08:00.000-07:00The MarketSci post is interesting, but I think it ...The MarketSci post is interesting, but I think it misses a couple of key points:<BR/>1) Most modern research on volatility modeling does indeed use past volatility and recent movement in the underlying to predict future volatility, but the connection is a bit more complex. Look up 'GARCH models' for more information.<BR/>2) The linear regressions are a good start, but based on a glance at the chart, there's clearly a bias due to heteroskedacity (i.e. the size of the error in the regression is correlated to the level of volatility).Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-75543722147784626422008-07-24T21:57:00.000-07:002008-07-24T21:57:00.000-07:00I didn't get the "Kurt Osis" joke in the comments ...I didn't get the "Kurt Osis" joke in the comments I left on my other post. To Mr. Osis, well done sir on the username. <BR/><BR/>Perhaps I can be "Stan Darddeviation"...ok, not quite as good =)Unknownhttps://www.blogger.com/profile/15008820613187980653noreply@blogger.com