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GAM

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76 reputation
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visits member for 4 months
seen May 14 at 14:51
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76 reputation
 bio website visits member for 4 months
2 badges
 location seen May 14 at 14:51
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5 Answers

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4
 Is there a copula that can estimate negative tail dependence?
1
 Conditional or unconditional volatility?
1
 Is the stock price process a martingale or a Markov process?
0
 What are the best Journals & Conferences in Quantitative Finance?
0
 How to improve the Black-Scholes framework?

76 Reputation

+10 Conditional or unconditional volatility?
+55 Is there a copula that can estimate negative tail dependence?
+10 Is the stock price process a martingale or a Markov process?

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14 Tags

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copula
1
stochastic-processes × 2
4
relationship
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martingale
4
comovement
1
equities
4
correlation
1
garch
4
dependence
1
volatility
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Quantitative Finance Stack Exchange Quantitative Finance 76 rep 2
Mathematics Stack Exchange Mathematics 1 rep
Academia Stack Exchange Academia 1 rep

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