fwd fwd volatility for metals var hi tanya ,
i think using the 60 business day fwd fwd vols based on historical data is
reasonable , to ensure consistency with the amount of data we use to estimate
the eigenvalues . i am just finishing the correlations study .
regards ,
anjam
x 35383
zinc :
lead :
aluminum h :
aluminum s :
tin :
copper :
nickel :
fwd fwd volatility for metals var
hi tanya ,
i think using the 60 business day fwd fwd vols based on historical data is
reasonable , to ensure consistency with the amount of data we use to estimate
the eigenvalues . i am just finishing the correlations study .
regards ,
anjam
x 35383
zinc :
lead :
aluminum h :
aluminum s :
tin :
copper :
nickel :