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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 4 months |
| seen | May 30 at 21:10 | |
| stats | profile views | 55 |
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Jan 23 |
revised |
Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset? added 2 characters in body |
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May 22 |
revised |
What is a commonly accepted econometric model for volume? added 6 characters in body |
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May 21 |
revised |
How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours? added 1833 characters in body |
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May 21 |
revised |
How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours? added 1833 characters in body |
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Apr 26 |
revised |
How do I graphically represent the evolution of a covariance matrix over time? added 55 characters in body |
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Apr 26 |
revised |
Why in general is the variance of volume changes higher than variance of price changes? added 134 characters in body |
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Feb 12 |
revised |
Is there any measure that is a non-trivial combination of VWAP and TWAP? change of V_i into V_T |
