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Quant版 - regime switching in SAS or C/C++?
相关主题
[合集] 问个regime switching的问题请问有什么model可以用来描述阶段性的volatility?
[合集] 问个regime switching的问题如何simulate一个nonstationary但是normal分布的数列?
有人擅长regime switching模型么?Regime change (转载)
请问有什么test可以测volatility是不是constant?regime switching in SAS or C/C++? (转载)
做trading strategy好上手吗?regime switching in SAS or C/C++? (转载)
请问FX futures有没有量化的模型啊?
相关话题的讨论汇总
话题: sas话题: c++话题: regime话题: switching话题: model
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1 (共1页)
l**********t
发帖数: 5754
1
Any experts experienced with regime switching model implemented in SAS or C/
C++?How to estimate regime switch model parameters in SAS? Or is there C/C++
code/library that does that? thanks.
i*******1
发帖数: 14
2
I'm curious where you apply the regime switching model, to the modeling of
macro economic variables? If so, I'm interested in knowing a bit more about
how you plan to tackle this as I myself may be working on the same subject
soon.

C/
++

【在 l**********t 的大作中提到】
: Any experts experienced with regime switching model implemented in SAS or C/
: C++?How to estimate regime switch model parameters in SAS? Or is there C/C++
: code/library that does that? thanks.

1 (共1页)
进入Quant版参与讨论
相关主题
请问有什么test可以测volatility是不是constant?regime switching in SAS or C/C++? (转载)
做trading strategy好上手吗?regime switching in SAS or C/C++? (转载)
请问FX futures有没有量化的模型啊?[合集] 问个regime switching的问题
请问有什么model可以用来描述阶段性的volatility?[合集] 问个regime switching的问题
如何simulate一个nonstationary但是normal分布的数列?有人擅长regime switching模型么?
Regime change (转载)
相关话题的讨论汇总
话题: sas话题: c++话题: regime话题: switching话题: model