Filtered Historical Simulation - An Overview of the Scenario Generating technique for speculative asset prices
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Kostas Giannopoulos
630 Glafkos House 4 John Kennedy St
Limassol, Limassol, 3106
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Filtered Historical Simulation - An Overview of the scenario generating technique for speculative assets prices created and developed by Giovanni Barone-Adesi Kostas GiannopoulosCONTENT
This web page has the following on the site, "The web site of the authentic Filtered Historical Simulation FHS." Our analyzers saw that the web site also said " An overview of Filtered Historical Simulation FHS." The Website also said " By Giovanni Barone-Adesi and Kostas Giannopoulos. In summary, the FHS combines the best features from other risk management models. The data do not have to follow a unique or a pre-specified distribution it uses the historical or empirical distribution. Thus it allows for fat tails, volatility clusters and changing means." The website's header had Filtered Historical Simulation as the most important optimized keyword. It is followed by Overview, Giovanni Barone-Adesi, and Kostas Giannopoulos which isn't as highly ranked as Filtered Historical Simulation.SUBSEQUENT BUSINESSES
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