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- oblomov replied Feb 27, 2012
GARCH, etc. — I am still looking for my code that shows the GARCH variance estimates as indicators. There are similar models, like CARR, that researchers have found to be superior to GARCH. The attached paper reviews the key models. The key ...
- oblomov replied Feb 12, 2012
Intro — Hello all, I just stumbled on this thread, and it sadly doesn't appear to be very active any longer. I have an educational and professional background in math, and prefer to use math/stats concepts over classic technical analysis for ...
- Posts by Member Search: 'oblomov'