finance
Topic | Replies | Views | Activity | |
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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))? |
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0 | 194 | June 14, 2023 |
Stochastic volatility and loo |
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3 | 384 | October 7, 2021 |
Poisson binomial model -- advice needed on modelling approach |
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2 | 534 | September 12, 2021 |
Chains don't converge with extremely low effective sample size and location parameter is inf, but must be finite |
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8 | 1118 | June 23, 2020 |