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An Excel spreadsheet containing over 900 days of daily data on a number of different exchange rates and stock indices can be downloaded from the author's website: http://www.rotman utoronto, ca/ hul Choose one exchange rate and one stock index. Estimate the value of λ in the EWMA model that minimizes the value of ∑i(oi-βi)^2, where v1 is the variance forecast made at the end of day i-1 and βf is the variance calculated from data between day i and day i 25 . Use the Solver tool in Excel. Set the
An Excel spreadsheet containing over 900 days of daily data on a number of different exchange rates and stock indices can be downloaded from the author's website: http://www.rotman utoronto, ca/ hul Choose one exchange rate and one stock index. Estimate the value of λ in the EWMA model that minimizes the value of ∑i(oi-βi)^2, where v1 is the variance forecast made at the end of day i-1 and βf is the variance calculated from data between day i and day i 25 . Use the Solver tool in Excel. Set the
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Oct 17, 2021
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27K views · 2.7K reactions | SHAIBU supporting #Ghana ⚽️⚽️⚽️ For Best Exchange Rates, try moneyfex.com ❤ #GhanaNews #Ayew #BlackStars #ghana #Qatar2022 | MoneyFex | Facebook
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