Essays about: "Kim Chatall"

Found 1 essay containing the words Kim Chatall.

  1. 1. An Analysis of Asynchronous Data

    University essay from KTH/Matematisk statistik

    Author : Kim Chatall; Niklas Johansson; [2013]
    Keywords : ;

    Abstract : Risk analysis and financial decision making requires true and appropriate estimates of correlations today and how they are expected to evolve in the future. If a portfolio consists of assets traded in markets with different trading hours, there could potentially occur an underestimation of the right correlation. READ MORE