Tham khảo tài liệu 'using visual basic net databases to create pricing trading r_4', tài chính - ngân hàng, tài chính doanh nghiệp phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | Problem Solving 153 RUN-TIME ERRORS Run-time errors are those that often cause our programs to terminate. Examples of logic errors that can turn into run-time errors are divide-by-zero exceptions and array index out-of-range exceptions. Other run-time errors may arise when we attempt to connect to a database open a file or send an XML message where errors beyond our control disrupt the flow of our program. What can be especially annoying about run-time errors is that they may not show up the first time or even the first ten times we execute a program but only on the eleventh time. That is to say a specific run-time error may occur only when a certain sequence of events takes place. To deal with some potentially unavoidable run-time errors we can create exception handlers blocks of code to resolve or handle errors in our programs and allow it to continue. In order to demonstrate these different types of errors we will need an example program. FORECASTING COVARIANCE Covariances between assets play an important part of many automated trading and risk management systems. As shown in Chapter 8 correlations and covariances are calculated using historical price data. But covariances can also be updated and forecast using GARCH methodologies since covariance rates often exhibit mean reversion. One GARCH approach forecasts covariances thusly St 1 i j 1 - a - 3 C art Pt j 3 St i j and St n i j C a 3 7-1 S I i j - C where C is the long-run covariance. Now let s create a short program to forecast the covariance between two stocks over the next 20 days. Step 1 In start a new Windows application named CovarForecast. Team-LRN 154 Introduction to Step 2 On Form1 add a single text box with the multiline property changed to True. Step 3 In the Project menu bar item select Add Class. You can leave the file name as the default . Step 4 In the Class1 code window change the class name to CovarForecast and add the following code Public Class CovarForecast Private .
