Financial Risk Manager Part 1
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- A market risk manager aims to analyze and forecast the performance of a particular security by examining its historical data series. To this end, the manager consults a colleague from the quantitative analytics team, who provides the following Partial Autocorrelation Function (PACF) chart for the security:
- A market risk manager aims to analyze and forecast the performance of a particular security by examining its historical data series. To this end, the manager consults a colleague from the quantitative analytics team, who provides the following Partial Autocorrelation Function (PACF) chart for the security:
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Last updated: February 7, 2026 at 04:27
A
AR(1)
12.4%
B
MA(1)
17.1%
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