Quantitative Finance Meta
to customize your list.
more stack exchange communities
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
How to detect regime change when estimating asset correlation from historical time series?
Suppose I have two asset time series, $X_t$ and $Y_t$, and I'm estimating their correlation from historical data. I'd like to apply some systematic criterion to estimate what time window I should use ...
Oct 12 '11 at 13:14
newest market-regimes estimation questions feed
Please welcome jmac, Community Manager of the Rising Sun
Hot Network Questions
How to slice TimeSeries data?
Exact results found, but not reported
Why did Hagrid send Harry and Ron into the Forbidden Forest if he knew Aragog would want to kill and eat them?
Can a tiefling rogue sneak attack from magical darkness?
Why does the T-1000 move slowly at times?
Why is the \underbrace off the line?
Is it possible for a graph to have two different minimum spanning tree
How do pilots manage to keep aircraft on centerline during taxi
Is the command `sudo rm /Desktop/filename` safe?
Problem due to an image inserted in a table
Is immutability very worthwhile when there is no concurrency?
When do I need more than one bike? How many bike is enough? How many bikes is too many?
What is the meaning of the word “regenfleckige”?
How do you make an encounter actually match it's CR level?
How can I justify complete failure of an elven village's magic as a plot point?
How to turn the grey background white in a phone camera picture of a book?
How to open file in GUI mode with terminal?
What are some 'conceptualizations' that work in mathematics but are not strictly true?
What is the daily job routine of the machine learning scientist?
What to do with the "last" button in pagination?
What is a good analogy to explain to a layman why passwords should be hashed?
Is it appropriate to call a professor for a recommendation on the weekend?
Why use higher ISO when using a tripod and the object is static?
A word or phrase for 'Holy grail' (a goal impossible to achieve)
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
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 © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0