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Apr
6
revised Please give a step-by-step explanation on how to build a factor model
added 21 characters in body
Apr
1
awarded  Nice Question
Apr
1
revised How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
added 310 characters in body
Apr
1
answered Simulating Brownian motion with jumps
Apr
1
comment Explain the unconditional covariance in Dynamic Conditional correlation( DCC ) GARCH model
Do you have a link to what you are reading about DCC GARCH at the moment?
Apr
1
answered What is the relationship between arithmetic versus geometric averages and simple versus logarithmic prices?
Apr
1
revised How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
added 2 characters in body
Apr
1
comment Please give a step-by-step explanation on how to build a factor model
I have edited the question a bit. I you have done it or know how to do it - could you briefly explain the necessary steps? thanks!
Apr
1
comment Please give a step-by-step explanation on how to build a factor model
I have edited the question a bit. I you have done it or know how to do it - could you briefly explain the necessary steps? thanks!
Apr
1
revised Please give a step-by-step explanation on how to build a factor model
added 394 characters in body
Apr
1
revised How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
added 170 characters in body
Apr
1
answered How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
Mar
27
answered How to fit a SARIMA + GARCH in R?
Mar
27
answered Can I do a GARCH model to forecast a time series?
Mar
27
asked Please give a step-by-step explanation on how to build a factor model
Mar
20
comment Alternatives to CDSs for default term structure?
am I the only one who does not understand the title ? ;)
Mar
20
comment How do I find the Sharpe Ratio?
Please use latex and explain the difference between $m$ and $m_p$ and if you have assets $x_0$ and $x_1$ (prices? returns?) how does $R_p$ relate to that?
Mar
18
answered Historical Data on $/yen forward exchange rates
Mar
13
comment What are pros and cons of mean absolute deviation portfolio optimization?
Please don't post any Google searches - we all can do them ... don't you have links to papers that you have read and that you found interesting?
Mar
12
comment MLE estimate of normal distribution
Why don't you post here: stats.stackexchange.com This is a statistics question.