wcampbell

128 reputation

bio	website	people.clemson.edu/~campbwa
	location	Clemson, SC
	age	26
visits	member for	7 months
	seen	Apr 17 at 14:12
stats	profile views	9

I'm finishing up a Ph.D. in Applied Economics and Statistics at Clemson University (May 2013 graduation). My primary skills are statistical modeling, programming, and computer science.

	128 reputation	bio	website	people.clemson.edu/~campbwa	visits	member for	7 months
5 badges		location	Clemson, SC		seen	Apr 17 at 14:12

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2 Questions

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3	Using variance ratios to test for mean reversion
2	Does the geometric Ornstein-Uhlenbeck process have stationary variance?

128 Reputation

+15	Using variance ratios to test for mean reversion
+10	Does the geometric Ornstein-Uhlenbeck process have stationary variance?

1 Answer

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0	Threshold calculation for buying a mean-reverting asset

9 Tags

0 statistics	0 price
0 stationarity	0 mean-reversion
0 stochastic-processes	0 ornstein
0 r	0 uhlenbeck
0 time-series

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