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Switching from C++ to R - limitations/applications
The link to the PyCon talk is dead, but I found it at the following URL: pyvideo.org/video/305/python-in-quantitative-finance-158
Why are GARCH models used to forecast volatility if residuals are often correlated?
It has been my experience that forecast residuals exhibit strong serial correlation. Quite a few papers discuss this issue as a very common problem with forecast assessment. See papers.ssrn.com/sol3/papers.cfm?abstract_id=331800