search for: yollin

Hi all, We followed some books and sample codes and did some EMM estimation, only to find it won't be able to generate forecast. This is because in the stochastic volatility models we are estimating, the volatilities are latent variables, and we want to forecast 1-step ahead or h-step ahead volatilities. So it is nice to have the system estimated, but we couldn't get it to forecast at

Hi R-Experts, Can anyone tell me how Bloomberg data can be directly downloaded to R? Is there any package? Sumanta Basak. ------------------------------------------------------------------------------------------------------------------- This e-mail may contain confidential and/or privileged infor...{{dropped}}