Chuck T, It's a shame that there is such a close association in the literature between vol and risk. LTCM had a similar problem with their VAR models - VAR didn't show the risk. Thank you kindly for your comments!
Chuck T, It's a shame that there is such a close association in the literature between vol and risk. LTCM had a similar problem with their VAR models - VAR didn't show the risk. Thank you kindly for your comments!