{"categories":["FX"],"contentHtml":"<h3>Week 8 — 24 March 2025</h3><p>The syllabus records “Risk Management: GARCH — Statistics.” The personal course export contains the schedule and the workbook implementation notes for the Black–Scholes/FX material, but it does not contain a worked GARCH lecture or recurrence.</p><h4>Source boundary</h4><p>This entry is deliberately a source pointer: the GARCH lecture is listed in the syllabus, but the detailed class notes are not present in the exported document. I have removed the former generated GARCH explanation rather than attributing textbook material to the class.</p>","contentSourceFormat":"typst","contentTypst":"== Week 8 --- 24 March 2025\n<week-8-24-march-2025>\nThe syllabus records \"Risk Management: GARCH --- Statistics.\" The personal course export contains the schedule and the workbook implementation notes for the Black--Scholes/FX material, but it does not contain a worked GARCH lecture or recurrence.\n\n=== Source boundary\n<source-boundary>\nThis entry is deliberately a source pointer: the GARCH lecture is listed in the syllabus, but the detailed class notes are not present in the exported document. I have removed the former generated GARCH explanation rather than attributing textbook material to the class.","dataUrl":"https://sharifhsn.dev/api/posts/garch-risk-statistics.json","date":"2025-03-24","datePublished":"2025-03-24","description":"The syllabus records “Risk Management: GARCH — Statistics.” The personal course export contains the schedule and the workbook implementation notes for the Black–Scholes/FX…","site":"https://sharifhsn.dev","slug":"garch-risk-statistics","source":"FE-635 | Risk Engineering","sourceUrl":null,"tags":["FX","Risk Engineering","GARCH","Volatility Estimation"],"title":"GARCH Risk Statistics","url":"https://sharifhsn.dev/blog/garch-risk-statistics/","version":"1","wordCount":86}