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visits member for 2 years, 4 months
seen Oct 26 at 19:26

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
added 219 characters in body
May
26
revised Interpolation of volatility curve for Swaption
added 216 characters in body
May
26
answered Interpolation of volatility curve for Swaption
May
26
answered GNP/GDP and modelling
May
11
awarded  Teacher
May
11
accepted What is the price pressure?
May
10
comment High correlation will help detect spurious regression over cointegration?
I think it's better to ask for an answer to this question on the Cross Validated site. You can find it here
May
9
revised Adjusting open, highs and lows for past monthly stock prices?
added 209 characters in body
May
9
answered Adjusting open, highs and lows for past monthly stock prices?
May
9
answered What is the price pressure?
May
9
comment Why are factor models so popular for risk analysis of portfolios?
Thanks for the hint @Richard :)
May
9
revised Why are factor models so popular for risk analysis of portfolios?
edited tags; edited title
May
8
awarded  Commentator
May
8
comment Why are factor models so popular for risk analysis of portfolios?
Any suggestion on what would be the proper title for the question? I'm confused about the topic (this is the reason for which I asked for that here) and I may be in wrong again. Can you suggest some more correct title, please?