Finance English
Analysis

O que e Aglomeração de Volatilidade?

Aglomeração de Volatilidade 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 “Aglomeração de Volatilidade” Used in Practice?

A aglomeração de volatilidade é uma observação fundamental na econometria financeira, apoiando o uso de modelos GARCH para avaliação de risco.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

O que e Aglomeração de Volatilidade?

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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