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2 Inserted backtest plots. 2019-01-26 09:19:40 [email protected] 196.20.159.181 + 46 word(s) 5,057 bytes 2019-01-26 09:34:04 Compare with the previous | View detail
1 There still exists a multitude of areas for further research using the MC-GARCH models. Other distributional assumptions for the innovation process such as the skewed GED, Normal Inverse Gaussian (NIG) can be implemented. Moreover, the performance of the 2019-01-26 08:34:32 [email protected] 196.20.159.181 + 876 word(s) 4,100 bytes 2019-01-26 08:53:34 Compare with the current | View detail