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Mike A


Last seen: 3 Monate vor Aktiv seit 2016

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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...

mehr als 5 Jahre vor | 3 Antworten | 0

3

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Gelöst


Eye Squared
For a positive integer |n| create the identity matrix with |n| elements. In case it is not possible to produce an identity ma...

mehr als 6 Jahre vor

Gelöst


Determine whether a vector is monotonically increasing
Return true if the elements of the input vector increase monotonically (i.e. each element is larger than the previous). Return f...

mehr als 6 Jahre vor

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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...

fast 7 Jahre vor | 1 Antwort | 0

1

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Frage


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...

mehr als 7 Jahre vor | 1 Antwort | 0

1

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