I was wondering if there are any models that allow distributions to evolve in time? It seems fairly obvious while analyzing any type of market data that the underlying probability distributions are anything but stationary; their statistical variables change on a fairly small time scale in many...
I was wondering if anyone here is currently using R for financial engineering applications, or has any input or resources about it's applicability; thanks in advance-
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.