Recent content by JPslx

David, I followed your tutorial on the various volatilty calculation methods...and to take it one step further, after having read the wp linked to http://www.voxeu.org/index.php?q=node/876 I was, wondering if you could provide an example of a tGarch calculation on Excel. Apparently...

Thank you for the timely respone...and forgive me for the absence (been away from the computer preparing for an exam). About the "why garch(1,1) works"...it may be the italian blood in me that makes me affine to wacky ideas, but I believe that: - the accademic work done to analyze arch...

Hope I posted this under the right section! I am a new participant to Bionic Turtle, and I have to say it's been quite educational. At the moment I am developing a trading system on Foreign Exchange, and I am a little puzzled on how to build my risk management device. When investing spot...