Mike A

Last seen: 3ヶ月前 | 2016 年からアクティブ

Followers: 0 Following: 0

メッセージ

統計

All

バッジを表示

Feeds

質問

Error with " Request Interactive Brokers Historical Data" example
I am receiving an error when I follow the help example <https://www.mathworks.com/help/trading/interactive-brokers-historical-d...

6年以上前 | 3 件の回答 | 0

3

回答

質問

ARMA+GARCH inferred residuals and volatility inconsistency.
I am puzzled why I am getting two different values from the same data, but different lengths. The residuals of the model match u...

7年以上前 | 1 件の回答 | 0

1

回答

質問

How come the first conditional variance of an Inferred GARCH(1,1) model is not the fitted constant for that model?
\sigma _t^2 = 0.0001 + 0.75\sigma _{t - 1}^2 + 0.1\varepsilon _{t - 1}^2 Base off of this formula from the Matlab Docume...

約8年前 | 1 件の回答 | 0

1

回答