OHLC volatility (Part 1) - Parkinson and Garman Klass (Excel)
12:00
Find in video from 00:12Volatility Calculation
OHLC volatility (Part 1) - Parkinson and Garman Klass (Excel)
9.6K viewsMay 19, 2020
YouTubeNEDL
Volatility scaling with autocorrelation (Excel)
32:53
Find in video from 00:45Volatility Scaling with Independence
Volatility scaling with autocorrelation (Excel)
4.8K viewsApr 12, 2020
YouTubeNEDL
OHLC volatility (Part 2): Rogers-Satchell and Yang-Zhang (Excel)
12:46
Find in video from 04:52Squared Sum Component for RS Volatility Estimator
OHLC volatility (Part 2): Rogers-Satchell and Yang-Zhang (Excel)
7.1K viewsMay 20, 2020
YouTubeNEDL
GARCH model - volatility persistence in time series (Excel)
22:22
Find in video from 01:12Conditional Volatility Formula
GARCH model - volatility persistence in time series (Excel)
42K viewsAug 18, 2020
YouTubeNEDL
ARCH model - volatility persistence in time series (Excel)
17:49
Find in video from 01:03Conditional and Unconditional Volatility
ARCH model - volatility persistence in time series (Excel)
17.4K viewsAug 17, 2020
YouTubeNEDL
GARCH in mean (GARCH-M) model: volatility persistence and risk premia (Excel)
17:46
GARCH in mean (GARCH-M) model: volatility persistence and risk pre…
5.1K viewsMar 9, 2021
YouTubeNEDL
Implied volatility explained: Solver and Newton-Raphson (Excel)
16:47
Implied volatility explained: Solver and Newton-Raphson (Excel)
7.2K viewsApr 27, 2023
YouTubeNEDL
13:44
Find in video from 01:56Asymmetric Nature of Volatility
EGARCH model: exponential asymmetric volatility persistence (…
9.4K viewsMar 15, 2021
YouTubeNEDL
22:22
Find in video from 09:46Calculating Portfolio Volatility
Post-modern portfolio theory explained: Sortino ratio and volatil…
10.5K viewsNov 21, 2021
YouTubeNEDL
12:13
HAR model explained: Heterogeneous autoregressive vol…
4.7K viewsFeb 14, 2023
YouTubeNEDL
6:49
Find in video from 03:11Calculating the Implied Volatility Based on Call Option
Implied volatility approximation: Brenner and Subrahmanyan method
2.5K viewsApr 30, 2023
YouTubeNEDL
12:47
GARCH model in Python
17.5K viewsJul 9, 2021
YouTubeNEDL
18:42
GARCH model under non-normality: Laplace, Student, and error distrib…
3.1K viewsJan 26, 2021
YouTubeNEDL
20:36
HARQ model: Realised quarticity (Excel)
2.3K viewsFeb 28, 2023
YouTubeNEDL
12:49
Find in video from 00:27Calculating Parkinson and Close to Open Volatility Estimators
Intraday market efficiency: Taleb ratio and Parkinson volatility (Excel)
4.3K viewsJan 11, 2022
YouTubeNEDL
23:08
Find in video from 02:17Constant Volatility and Correlation Assumptio
DCC GARCH model: Multivariate variance persistence (Excel)
19.3K viewsMar 23, 2021
YouTubeNEDL
7:55
Appraisal ratio explained (Excel)
3.6K viewsAug 2, 2021
YouTubeNEDL
17:21
Simulating portfolios: equal, value, fixed, and drifting weights (Excel)
20.6K viewsSep 5, 2021
YouTubeNEDL
18:23
Vector autoregression: forecasting and trading applications (Excel)
9.2K viewsMar 4, 2024
YouTubeNEDL
11:51
Do stock returns follow random walks? - Variance ratio test (Excel)
10.3K viewsMay 26, 2020
YouTubeNEDL
18:25
Find in video from 01:02Historical Volatility Estimations
Portfolio concentration: Herfindahl, Gini, and CV (Excel)
3.1K viewsNov 17, 2021
YouTubeNEDL
19:49
Multiple variance ratio test under heteroskedasticity (Excel)
2.4K viewsApr 10, 2021
YouTubeNEDL
15:00
Heteroskedasticity tests (Part 4): ARCH test (Excel)
3.2K viewsJul 29, 2020
YouTubeNEDL
20:25
Autoregressive conditional kurtosis (GARCHK): Time-varying heavy tai…
1.8K viewsSep 6, 2022
YouTubeNEDL
14:24
Find in video from 12:04Impact of Parameters on Volatility
Modelling interest rates: Vasicek model explained (Excel)
24.8K viewsMar 29, 2022
YouTubeNEDL
13:39
Nelson-Siegel model explained: Modelling yield curves (Excel)
23.6K viewsNov 17, 2022
YouTubeNEDL
16:42
Find in video from 01:00Asymmetric Volatility Persistence
Threshold GARCH (TGARCH) model: asymmetric volatility persi…
6.4K viewsMar 3, 2021
YouTubeNEDL
14:55
Nelson-Siegel-Svensson model explained: modelling yield curves …
13.1K viewsNov 22, 2022
YouTubeNEDL
13:41
Repricing gap analysis and yield curve risk (Excel)
9.1K viewsFeb 6, 2021
YouTubeNEDL
8:32
Tracking error and information ratio explained (Excel)
15.2K viewsJul 29, 2021
YouTubeNEDL
See more videos
Static thumbnail place holder