1
vote
1answer
334 views

GARCH model and prediction

I have a question about the prediction of volatility and returns of a time series. Basically it is a question about prediction in the ...
5
votes
0answers
747 views

Tools/R code for predicting Dragon-Kings

The theory of the so called Dragon-Kings, esp. by Didier Sornette (ETH Z├╝rich), basically states that financial crises and crashes are predictable (contrary to the theory of black swans). The ...