December 15, 2009
Update to RiskMetrics 2010 Policy Updates
When I blogged about RiskMetrics 2010 Policy Updates, I mixed up the change in their volatility estimate. Last year, RiskMetrics switched from a 200-day volatility calculation to a 400-day volatility calculation. This year, they’ve switched back to the 200-day calculation. I’ve updated my original blog entry so it’s correct now.
Now this really is my last blog of the year–at least I hope there aren’t any more errors I need to correct. I mean it. No more blogs this year. I hope…
– Barbara