¿Qué es Agrupamiento de Volatilidad?
Agrupamiento de Volatilidad The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Agrupamiento de Volatilidad” Used in Practice?
El agrupamiento de volatilidad es una observación fundamental en econometría financiera y respalda el uso de modelos GARCH para la evaluación de riesgos.
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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¿Qué es Agrupamiento de Volatilidad?
The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.
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