Correlation Analysis Documentation
Conceptual, Interactive + Mathematical
Correlation Models
7 models available
Fundamental Models
3 models
intermediate
Core volatility modeling approaches for standard analysis
Use Cases: Standard volatility forecasting, risk measurement, and VaR calculation
Specialized Applications
4 models
advanced
Domain-specific models for advanced scenarios and alternative approaches
Use Cases: Credit risk modeling, multi-factor analysis, fat-tail distributions, multiplicative error models, and alternative parameterizations