Statistics
1 Question
0 Answers
RANK
290,800
of 301,472
REPUTATION
0
CONTRIBUTIONS
1 Question
0 Answers
ANSWER ACCEPTANCE
0.0%
VOTES RECEIVED
0
RANK
of 21,293
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 174,655
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
Question
I am trying to write a forecast function for an EWMA model. I want to be able to put it in a loop in order to calculate the one-day-ahead vols for a sample. I have done it for the MA model (below). Can anyone help me write one for the EWMA model?
function vFma = ma_forecast(r, W) % r is the returns data % W is the size of the window window=r(end - W: end); ...
7 years ago | 0 answers | 0
