Hi Brian, thanks for your video, it helped a lot to build my Vasicek model. However, it does not give me the result I was hoping for. Is there an email I can contact you? Thanks and best reagards Lukas
@marklavezzi1038
3 жыл бұрын
How can I choose the correct parameters?
@BrianByrneFinance
3 жыл бұрын
Hi Mark, This can be quite arbitrary and you have to seed the values using intuition largely and possibly from experience with similar time series.
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