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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 11 months |
| seen | May 10 at 15:44 | |
| stats | profile views | 9 |
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Apr 8 |
revised |
Testing Significance of Correlation TeXified a formula. |
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Apr 8 |
suggested | suggested edit on Testing Significance of Correlation |
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Apr 7 |
answered | Why does the adjusted closing price take into account dividends? |
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Mar 29 |
revised |
YTM and current yield deleted 8 characters in body |
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Mar 29 |
revised |
YTM and current yield added 4 characters in body |
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Mar 29 |
answered | YTM and current yield |
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Mar 23 |
revised |
Black-Scholes and Fundamentals deleted 6 characters in body |
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Mar 23 |
revised |
Black-Scholes and Fundamentals Style, spelling edits. |
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Mar 23 |
answered | Black-Scholes and Fundamentals |
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Mar 23 |
suggested | suggested edit on Black-Scholes and Fundamentals |
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Mar 14 |
comment |
Is Optimization ignoring correlation valid? What is your back-testing period? And am I correct assuming that you're mostly focusing on stocks? |
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Mar 13 |
accepted | Is there a comprehensive reference book on US fixed income conventions? |
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Mar 13 |
answered | Is there a comprehensive reference book on US fixed income conventions? |
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Mar 12 |
comment |
Yield on Fixed income futures Are you taking accrued into account in the calculations, both at the time of purchase of the contract and at the time of delivery? The cost of carry would be the repo rate between the purchase date and the delivery date. |
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Mar 8 |
revised |
Improving GARCH modeling approach added 14 characters in body |
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Mar 8 |
comment |
Improving GARCH modeling approach I'd say first give ARMA a try, and check if the residuals have variable variance. If they do, you can check whether a combined ARMA(N,M)-GARCH(K,L) model is a better fit. |
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Mar 8 |
awarded | Teacher |
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Mar 7 |
revised |
Improving GARCH modeling approach added 7 characters in body |
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Mar 7 |
answered | Improving GARCH modeling approach |
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Mar 7 |
comment |
Is there a comprehensive reference book on US fixed income conventions? Any specific book by him? |
