• fix: fixed bug preventing from running simulations using integer values for the model’s parameters

Version 1.3.0

  • new: added Hawkes Process with power-law kernel (univariate estimation and simulation)
  • new: show fitting now available for all the distrubutions used in Compound Poisson models, comparing empirical VS theoretical distributions (Constant, Uniform, Gaussian, Student t, Variance Gamma, Inverse Gaussian, Normal Inverse Gaussian. Hyperbolic, Generalized Hyperbolic)
  • new: lead-lag analysis now shows also correlation between the series shifted by the corresponding estimated lead-lag parameter
  • fix: restored compatibility for Japanese windows 10 devices
  • fix: forced time series download to provide data between the selected time interval
  • fix: fixed graphical bugs in plotting CARMA model’s simulations
  • fix: fixed graphical bugs in plotting multidimensional simulations