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Jan
11
awarded  Yearling
Jan
9
answered Cointegration Test: Residual is stationary but not random?
Jan
9
comment Research methodology of systematic strategies
Yes, the basic thinking process is common and it is described pretty well in the 2° book. I suggest you to read it, because I think it's what you're looking for.
Jan
9
answered Research methodology of systematic strategies
Jan
8
revised Using Financial Ratios to get credit rating or PD
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Jan
8
revised Using Financial Ratios to get credit rating or PD
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Jan
8
answered Using Financial Ratios to get credit rating or PD
Dec
20
revised Which risk free rate is assumed by market when pricing american options?
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Dec
20
answered Which risk free rate is assumed by market when pricing american options?
Dec
19
comment Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Well done! Maybe the answer is more complete.
Dec
19
comment Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Yes. You cand that. Look at it.mathworks.com/help/econ/… too.
Dec
19
revised Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
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Dec
19
answered Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Oct
21
comment How can I calculate Fama-French betas for a particular stock?
Of course, but I meant about the way in which FF computed those ones in their paper, and, moreover, @user939259 asked for the simplest way to compute them.
Aug
6
comment Johansen Cointegration Test
I have the same problem of user31261716 in interpreting the test. What do you mean when you say only one cointegraing relationship and what can it make understanding you that? Sorry for the tricky question, but I really didn't understand.
Jul
19
answered How can I calculate Fama-French betas for a particular stock?
May
29
answered What does it mean if $\beta$ is insignificant in the CAPM model?
May
27
comment Volatility of Option
Can you provide more info about this formula? Is Ω the option gearing (or leverage)?
May
26
comment Interpolation of volatility curve for Swaption
I modified the answer; I hope it suits you.
May
26
revised Interpolation of volatility curve for Swaption
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