Figures for "corr_vol_r_Vs_rLr"

CHF/USD

DKK/USD

JPY/USD

USD/GBP

GOLD/USD

Constant volatility with normal innovations

Constant volatility with Student innovations

GARCH(1,1)

EGARCH(1,1)

Aff-FIGARCH

Long Memory Affine Microscopic ARCH

Long Memory Affine Aggregated ARCH
(param.set 1)

Long Memory Affine Aggregated ARCH
(param.set 2)

Long Memory Affine Pure Aggregated ARCH
(param.set 1)

Long Memory Affine Pure Aggregated ARCH
(param.set 2)

Market-component Affine
Aggregated ARCH with EMA

Market-component Affine
Aggregated ARCH with MA

Market-component Affine
Microscopic ARCH with MA

GARTCH(1,1)

Long Memory Affine Microscopic ARTCH

Long Memory Affine Aggregated ARTCH
(param.set 1)

Long Memory Affine Aggregated ARTCH
(param.set 2)

Market-component Affine Microscopic ARTCH with MA

GARCH(1,1) with SV mean

Long Memory Affine Aggregated ARCH with SV mean

multiplicative GARCH(1,1)

multiplicative Long Memory Affine Microscopic ARCH

Exponential 1 component stoch.vol

Exponential long-memory stoch.vol

Exponential long-memory stoch.vol
(indep.comp.)

Heston stoch.vol. with Gaussian residues

Heston stoch.vol. with Student residues

Long memory Heston stoch.vol.

Regime switching with 2 states

Regime switching with 3 states

Minority Game