GRACH, Risk Management

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(i) Calculate the unweighted average daily variance for the time series. Explain any assumptions or simplifications you have made, and the working for each step.

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GRACH, (i) Calculate the unweighted average daily variance for the time ser...

(i) Calculate the unweighted average daily variance for the time series. Explain any assumptions or simplifications you have made, and the working for each step.

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