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visits member for 2 years, 1 month
seen Jun 21 at 22:14

Aug
10
answered How do I estimate the joint probability of stock B moving, if stock A moves?
Aug
7
answered Tools in R for estimating time-varying copulas?
Jul
27
answered Statistical Power and Active Management
Jul
22
answered How to look for fractals/harmonics patterns in time series?
May
30
answered Time-series similarity measures
May
23
asked So many volatility models. Any comparisons of them?
Jan
22
asked Is there a copula that can estimate negative tail dependence?
Jan
16
asked Alternative ways to understand time-varying comovement between two time-series?
Jan
9
answered How to fit ARMA+GARCH Model In R?
Dec
29
asked Why use market capitalization weighted index over PCA?
Dec
27
answered How to detect regime change when estimating asset correlation from historical time series?
Dec
17
answered Regressor: Nominal return, continuous return or first difference?
Dec
15
asked Regressor: Nominal return, continuous return or first difference?
Dec
12
answered Stock Price Behavior and GARCH
Dec
12
answered Missing step in stock price movement equations
Dec
9
asked Should I use GARCH volatility or standard deviation in cross-sectional regression?
Dec
4
asked Why are regressors squared and not ^1.5 or ^2.2 or ^2.5?
Nov
27
answered Monte carlo methods for vanilla european options and Ito's lemma.
Nov
23
asked Pricing forward contract on a stock
Nov
23
asked Pricing a Power Contract derivative security