-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I'm trying to insert an HTML file.
But it does not show as HTML, but as text. WContainerWidget* cwMain = new WContainerWidget(); string readFile = reading an HTML file cwMain->addWidget(new WText(readFile)); // try 1 cwMain->addWidget(new WText(readFile, Wt::PlainText)); // try 2 Thank you, John ps: file is attach. -----BEGIN PGP SIGNATURE----- Version: GnuPG v2.0.19 (GNU/Linux) Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org/ iQEcBAEBAgAGBQJRLSQBAAoJEOjf7XlrDgBAkgIH/2fjq8yBfbhT2xLi15FP6a2S URlyVx/nossnR3YumqfnZWQ6sm4snkd+0IbqtMAvSLs8ur/ZMUtXOLja4CA6m9xY wMRg3qYRpvorjDvwoVl8lEMPDJd+Gc4B8lvyX/nSwLdfexm7OhBwlFQQ3dhTiMru MsmQAbbgQ5g1rj80DdZCgJGws9FNiNxi+JLWBIkLXU7tkJ+O3DhCMExvdt93iyPj jVcJtJimk9E4AhBvQrjdg4YJOCSNLzh23xfWRDCcqfrwdQyPMLz1fOp6UFbl7LYb TD7cYKWE62MEKqrDIT+uV0Wg/Jtx3Zxod/GVdxv5hVWB7gkjyywK2lDN1Vy3XiU= =Ln5h -----END PGP SIGNATURE-----Title: Abstract for 800 Project
GARCH(1,1)
Generalized Autoregressive Conditional Heteroskedasticity.
The asset and its volatility evolve as follows:
$$\Delta S_t = S_t(\mu\Delta t + \sigma_{t} \sqrt{\Delta t} \varepsilon_t)$$ $$\sigma^2_t = (1 - \alpha -\beta) \sigma^{2} + \sigma^{2}_{t-1}(\beta + \alpha\varepsilon^{2}_{t-1})$$ $$\varepsilon_{t} \sim N(0,1)$$
Autoregressive Term: $\alpha\sigma^{2}_{t-1}\varepsilon^{2}_{t-1}$. This term makes the conditional variance at time $t$ a function of the actual innovation (change) of the previous time period $t-1$. This produces the effect that periods of big moves or small moves are clustered together (volatility clustering). This can lead to a high kurtosis or fat-tailed distribution [Chatterjee 2012].
Generalized Term: $\beta\sigma^{2}_{t-1}$. This produces a richer autocorrelation term structure of squared returns.
Calibration
Reference:
[Chatterjee 2012] - Rupak Chatterjee - Introduction to Financial Engineering and Risk Management - 2012.
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