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Week 2
Measuring Volatility
Self Study
Classroom
Quiz
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Review and O...
Rolling Wind...
EWMA
Realized Vol...
Break
The VIX
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Application
Stylized Fac...
Wrap-up and ...
1. Review and Opening
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Quick recap of Week 1 (fat tails, JB test). Opening hook: Kenji's question "How volatile are we right now?" Dr. Lin's metaphor: "You cannot use a single ruler."
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