Yahoo Finance has changed their API. If you are unable to load stock data from Yahoo using yuimaGUI, please update… Read more yuimaGUI: unable to load stock data from Yahoo
Yes, you can export trajectories. Simulate the process -> click on the orange button “Show Simulation” -> Click on the… Read more Is there any way to export the simulated processes?
This can happen. For CARMA and COGARCH the best method to use is SANN (default) because of theoretical issues about… Read more I’m getting significanly different results when I’m choosing different methods for estimation (SANN, BFGS etc.)
“delta” is the distance between observations and it controls the unit of measure of the estimates. If your series has… Read more In setData, how do we specify delta on the fly?I read somewhere that “delta is very important in estimation set always to 1/252 for daily data”. Is it really the case?
“start” in qmle should be a good guess of the estimates for the parameters of your model. If you have… Read more How to specify “start” in the function qmle