|
PureBytes Links
Trading Reference Links
|
Hi Lionel
It's math intensive. I usually can handle the first 1 or 2 sentences in a
paragraph before it goes over my head. <G>
Best regards
Walter
=============
This is from page 10 of the "GARCH Toolbox" ".pdf" file
Notes to the Reader
Expected Background
This guide is a practical introduction to the GARCH Toolbox. In general, it
assumes you are familiar with the basic concepts of General Autoregressive
Conditional Hederoskedasticity (GARCH) modeling.
In designing the GARCH Toolbox and this manual, we assume your title is
similar to one of these:
.Analyst, quantitative analyst
.Risk manager
.Portfolio manager
.Fund manager, asset manager
.Economist
.Financial engineer
.Trader
.Student, professor, or other academic
We also assume your background, education, training, and responsibilities
match some aspects of this profile:
.Finance, economics, perhaps accounting
.Engineering, mathematics, physics, other quantitative sciences
.Bachelor's degree minimum; MS or MBA likely; Ph.D. perhaps; CFA
.Comfortable with probability, statistics, and algebra
.May understand linear or matrix algebra, calculus, and differential
equations
.Previously doing traditional programming (C, Fortran, etc.)
.May be responsible for instruments or analyses involving large sums of
money
... etc.
=========
----- Original Message -----
From: "Lionel Issen" <lissen@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, April 20, 2000 10:20 AM
Subject: Re: GARCH limitations
| Walter:
|
| 1. If a stock or the major indices drop 3 or 4 sigma, I'd be really
worried.
|
| 2. What does matlab offer the investor and does it interface easily with
| Metastock? Bear in mind that I am not a programmer, though I know a little
| bit about programming, so its important to me if it is user friendly.
| Lionel Issen
| lissen@xxxxxxxxx
| ----- Original Message -----
| From: Walter Lake <wlake@xxxxxxxxx>
| To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
| Sent: Wednesday, April 19, 2000 7:43 PM
| Subject: GARCH limitations
|
|
| > Thanks for your emails
| >
| > If you look in the Matlab "GARCH Toolbox", you'll find the limitations
on
| > page 18 of the ".pdf" file.
| >
| > Sigma 3 and 4 events are not the same as a crash <G>
| >
| > Best regards
| >
| > Walter
| >
|
|