Mike A

Last seen: 1 day ago | Active since 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...

6 years ago | 3 answers | 0

3

answers

Question

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 years ago | 1 answer | 0

1

answer

Question

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...

8 years ago | 1 answer | 0

1

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