Knowledge Dump

Self-Study (Volatility Analysis)

This was a self-study to try out several methods and implementations for the analysis of volatility. It was performed on the Closing prices of the German stock index (DAX) from 2010 to 2016 and extensively discusses the methods used, as well as some more general basics. The R Code for the work is included, too (see Appendix).

Volatility analysis on the DAX index 2010 to 2016