Jase

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age 23
visits member for 6 months
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20 Posts

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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
Nov
21
 asked Measure change in a bond option problem
Nov
12
 asked Cointegration trading: Ignoring pairs that aren't economically related
Nov
4
 asked Why does $\hat{\epsilon}'\hat{\epsilon}$ of a factor model measure risk?
Nov
1
 asked Individual/casual investors and the bias towards blue-chip stocks?
Oct
29
 asked Why do low standard deviation stocks tend to have superior future returns?
Oct
28
 asked Conditional or unconditional volatility?