Keven Bluteau

Do you have a code snippet. Not sure I get entirely your questions. If residuals of the whole process have close to unit standard deviation, this is expected and shows...

Typically, most estimation errors arise from issues with the data. First: is the return data (if this is stock return) scale by 100. There are some parameter bounds that are...

@MicheleCai sorry, I cannot answer you by email since you sent it to my old one (only have redirection here and cannot get your full email address). Are you using...

Thx, will take a look. Sorry for the long delay, I haven't been focused on that project for the last several months.