|
PureBytes Links
Trading Reference Links
|
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
>
|