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Aug
24
revised Measuring momentum as AR(1) process
deleted 139 characters in body
Aug
16
revised Is volatility for the next day forecastable? To any extent?
Forgot a square-root sign
Aug
11
revised GARCH model, expectation of volatility?
added 2 characters in body
Aug
11
revised Calculate the realised volatility from a time series
added 2 characters in body
Aug
10
revised Is volatility for the next day forecastable? To any extent?
added 10801 characters in body
Aug
10
revised Is volatility for the next day forecastable? To any extent?
added 10801 characters in body
Aug
7
revised Calculating 6-minute, 20-minute, 45-minute, and 3-hour volatility
added 315 characters in body
Aug
4
revised Interpreting and scaling of Realized Variance with sample data
added 1017 characters in body
Jul
31
revised FORECASTING Model AR(1) in an Autoregressive Form The Pi´s Parameters
added 362 characters in body
Jul
29
revised GARCH model, expectation of volatility?
added 1303 characters in body
Jul
22
revised Negative high frequency intraday volatility - Zhou estimator
added 184 characters in body
Jul
22
revised How to interpret Realized Volatility and TSRV using R
added 104 characters in body
Jul
22
revised How to interpret Realized Volatility and TSRV using R
added 14 characters in body
Jul
21
revised Negative high frequency intraday volatility - Zhou estimator
added 327 characters in body
Jul
21
revised How to interpret Realized Volatility and TSRV using R
added 261 characters in body
Jul
21
revised Spot price and volatility has a correlation of -1, why?
added 68 characters in body