Apparently, this user prefers to keep an air of mystery about them.
7 How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours? may 21 '12
4 What kind of errors arise when I fit ARMA(1,1) to data generated from ARMA(1,1)-GARCH(1,1) process? feb 5
4 Why in general is the variance of volume changes higher than variance of price changes? apr 24 '12