GAUSS code for the paper: "SPOT MARKET VOLATILITY AND FUTURES TRADING: THE PITFALLS OF USING A DUMMY VARIABLE APPROACH"

QuestionsApplicationGAUSS code for the paper: "SPOT MARKET VOLATILITY AND FUTURES TRADING: THE PITFALLS OF USING A DUMMY VARIABLE APPROACH"

Hi GAUSS users,

I am studying this paper:SPOT MARKET VOLATILITY AND FUTURES TRADING: THE PITFALLS OF USING A DUMMY VARIABLE APPROACH.

I can't write a program for running the paper in GAUSS. It is far from my ability for writing it.

I don't know is it possible to have a code fro running the paper model in GAUSS language? The model is a Markov-Switching-GARCH one with t distribution.

I would be grateful if anyone could possibly guide me about this.

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