Stochastic Volatility for Latent Factor Models
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1
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266
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February 21, 2024
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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
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382
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June 14, 2023
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Stochastic volatility and loo
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3
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490
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October 7, 2021
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Poisson binomial model -- advice needed on modelling approach
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2
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874
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September 12, 2021
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Chains don't converge with extremely low effective sample size and location parameter is inf, but must be finite
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8
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1389
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June 23, 2020
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