Ryogi
Reputation
2,101
Next privilege 3,500 Rep.
Protect questions
 Oct29 reviewed Reviewed Probability Density of Returns of Bonus Certificates Oct29 reviewed Reviewed Why does the minimum variance portfolio provide good returns? Oct29 reviewed Reviewed Volatility models using Rugarch Oct29 answered Volatility models using Rugarch Oct29 reviewed Reviewed forward- and backward adjusting stockprices Oct29 comment forward- and backward adjusting stockprices Maybe you should try do describe an example in full detail. In doing so, edit your own question instead of adding a comment. Oct29 awarded Custodian Oct29 reviewed Reviewed Conditional or unconditional volatility? Oct29 reviewed Approve Where can I find exercises on building a project finance spreadsheet? Oct29 reviewed Edit Where can I find exercises on building a project finance spreadsheet? Oct29 revised Where can I find exercises on building a project finance spreadsheet? changed URL to a link Oct22 comment Connections between random walk and heat equation (Material for ~) Einstein's derivation of the diffusion equation is really intuitive. I can't find a good ref right now... Oct21 reviewed Approve Calculating the right portfolio(position size for each leg) in a Long/Short Strategy Oct21 answered Alternative liquidity measures Oct16 revised Are two identical time series cointegrated? clarified relevance to the question posed by OP Oct16 comment Are two identical time series cointegrated? No, using vs not-using qualifiers in a technical discussion is not an objective thing. Oct16 comment Are two identical time series cointegrated? More importantly, since the cointegrating linear combination in this case requires $\alpha = -\beta$, the conclusion that $(\alpha + \beta) X$ must be stationary does not lead to any contradiction as $\alpha + \beta$ equals zero and $X$ could be anything. Oct16 comment Are two identical time series cointegrated? You didn't use any quantifier in the original answer. That's wrong. Using some is acceptable. A mathematical text would state that there exist $\alpha$ and $\beta$ such that $\alpha X + \beta Y$ is stationary. Oct13 awarded Yearling Sep25 reviewed Reject Hedging stocks with VIX futures