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Building an Economic Scenario Generator
else is, whether or not the recent behavior of the S&P is unusual or just plain unpleasant. The next question ... Let us look at the total return index for the S&P 500 on a logarithmic scale. In terms of its volatility ...- Authors: Hal Warren Pedersen
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation