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HW3

Volatility Timing

Main Parts

Static Allocation

The idea is to allocate the assets using a standard mean-variance criterion. This part will allow us to compare the benefits of the dynamic allocation.

Non-Normality, ARCH, GARCH and volatility Forecasting

On this part, we will test the normality of the data and then try to estimate the volatility as good as possible in order to be able to allocate dynamically.

Dynamic asset allocation

Here, we finally allocate dynamically using the same mean-variance criterion but with time varying volatility.

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Estimation of Arch and Garch Models

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