Quantitative Finance Meta
to customize your list.
more stack exchange communities
Reputation and Badges
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
tag has no usage guidance.
GARCH filtering and extreme value theory
We are evaluating a model for risk management based on extreme value theory using peaks over threshold and markov chain monte carlo methods. In doing this, we are firstly fitting a GARCH (we have ...
Aug 18 at 9:42
newest evt questions feed
Hot Network Questions
How do you phonetically pronounce all of the German note names?
What's the difference between "zingaro" and "tzigano?"
Does Water Breathing let someone breathe under the surface of *any* liquid, or just ordinary water?
How to PROPERLY test that your smoke detectors work?
What was the first story set in or about Middle Earth that J.R.R. Tolkien wrote?
counting in directory
How long did it take for a letter to arrive in England in the 1830s?
"Throw you with a stone" vs "Throw a stone at you"
Find Virus in an Image File
Is there a way to prevent "looking like a tourist" in order to not be harassed?
Military personnel funds transfer scam
How do Aircraft differentiate between Missile Locks?
Very Simple Grid Marks
Plotting the graph for exp(cos(1/x))
Why doesn't Buzz know he's a toy?
Is there a way to set the difficulty multiplier higher than 2x in Fallout 4?
History of Mathematical Notation
Which is more wet: ‘moist’ or ‘damp’?
What are the chances that a Wither will drop a Nether Star?
Magnifying Glass on a Plot
Why are we justified in using the real numbers to do geometry?
How do I prove that matrix A is not invertible?
How strong must wind gusts be to prevent landings and takeoffs?
Output the Current Time
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Movies & TV
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2015 Stack Exchange Inc; user contributions licensed under
cc by-sa 3.0