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user2303

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visits member for 1 year, 1 month
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107 reputation
 bio website visits member for 1 year, 1 month
5 badges
 location seen Apr 27 at 19:34
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4 Questions

votes activity newest
6
 What distribution should I apply to estimate the likelihood of extreme returns?
5
 Market making in thinly traded assets
3
 Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?
2
 Analyzing an incomplete set of trades

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+30 What distribution should I apply to estimate the likelihood of extreme returns?
+25 Market making in thinly traded assets
+10 Analyzing an incomplete set of trades
+5 Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?
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1 Answer

votes activity newest
2
 Application of ACD models

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