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alfsn / regime-switching-hmm

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Estimar familias de HMM #40

Closed alfredo-sampron closed 8 months ago

alfredo-sampron commented 10 months ago

Hacer: HMM univariate, HMM 2var y HMM 4var

GGAL:AR_log_rets, GGAL:AR_gk_vol, USD_log_rets, USD_gk_vol GGAL:AR_log_rets, GGAL:AR_gk_vol, GGAL:US_log_rets, GGAL:US_gk_vol Este ultimo reflejaría mejor los desarbitrajes del USD CCL de GGAL vs. CCL global ADRs.