Base information
Home
Purpose
FAQ
Notations
Formula
Figure descriptions
Indexes
Links to time series
Pop-up to time series
Two-time series comparison
One figure comparison
Trend and leverage effect for "GOLD/USD"
Leverage effect
Correlation between the realized volatility and the historical return.
Trend effect
Correlation between the realized volatility and the product of the historical return and lagged historical return r L[r].
