Jase

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358 reputation

111

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	age	23
visits	member for	6 months
	seen	1 hour ago
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14 Questions

votes activity newest

8	Why do low standard deviation stocks tend to have superior future returns?
6	Conditional or unconditional volatility?
5	Alternative ways to understand time-varying comovement between two time-series?
5	Regressor: Nominal return, continuous return or first difference?
4	Cointegration trading: Ignoring pairs that aren't economically related

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358 Reputation

+10	How to fit ARMA+GARCH Model In R?
+10	Stock Price Behavior and GARCH
+5	Why do low standard deviation stocks tend to have superior future returns?
+5	Alternative ways to understand time-varying comovement between two time-series?

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6 Answers

votes activity newest

3	How to fit ARMA+GARCH Model In R?
3	Missing step in stock price movement equations
2	How to detect regime change when estimating asset correlation from historical time series?
2	Stock Price Behavior and GARCH
1	Monte carlo methods for vanilla european options and Ito's lemma.

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49 Tags

5 time-series × 6	3 statistics
3 equities × 5	2 correlation × 3
3 stochastic-calculus × 2	2 garch × 3
3 monte-carlo × 2	2 estimation × 2
3 r	2 stochastic-volatility

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	Academia	360 rep	115
	Quantitative Finance	358 rep	111
$Mathematics Stack Exchange$	Mathematics	343 rep	8
	Stack Overflow	246 rep	8
	Cross Validated	200 rep	113

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Investor	Commentator
Enthusiast	Citizen Patrol
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Teacher	Editor
Scholar	Organizer

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