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 |
|
|
