# Tag Info

Accepted

### Is volatility for the next day forecastable? To any extent?

Upon close reading, this appears to be 3 (interesting) questions, not one. I'm not sure if the mods have the tools needed to split it up, so I'm just going to write down the three questions as I see ...
Accepted

### Copulas simply explained

I found Coping With Copulas by Thorsten Schmidt really helped me to get a more basic understanding of copulas. As well as looking at some simple examples in R and thinking about different directions ...
• 206

### Copulas simply explained

The best introduction to copulas I know, i.e. with rigour and intuition, is the following. THE QUANT CLASSROOM BY ATTILIO MEUCCI A Short, Comprehensive, Practical Guide to Copulas Visually ...
• 27k

• 355

### Do futures follow physical or risk-neutral distributions

Your question is not clear. What you might want to say is what distribution should the futures price follow, under the risk-neutral or physical probability measure. In this sense, it will depend on ...
• 20.5k