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RiskMetrics Weights More Recent Observations More Highly Than Past Observations

question 52

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RiskMetrics weights more recent observations more highly than past observations, which allows more recent news to be more heavily reflected in the calculation of the standard deviation.


Definitions:

Single-Sheet

Refers to a single piece of paper, often used in printing or writing applications.

Flatbed Scanners

Devices that scan documents and images using a flat, glass surface where items are placed for scanning.

Input Device

A hardware device that is used to provide data and control signals to an information processing system such as a computer or other electronic device.

ROM

An acronym for Range of Motion, referring to the extent of movement that is possible at a joint or a series of joints.

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