finance
| Topic | Replies | Views | Activity | |
|---|---|---|---|---|
| How Can i Combine Hidden Markov Chain with 2 hidden states and Garch to forecast Volatility using the Formula :: (P1*Garch(1,1)+ P2Garch(1,1))? |
|
0 | 194 | June 14, 2023 |
| Stochastic volatility and loo |
|
3 | 384 | October 7, 2021 |
| Poisson binomial model -- advice needed on modelling approach |
|
2 | 534 | September 12, 2021 |
| Chains don't converge with extremely low effective sample size and location parameter is inf, but must be finite |
|
8 | 1118 | June 23, 2020 |