Quantitative Finance
Malick's user avatar
Malick's user avatar
Malick's user avatar
Malick
  • Member for 10 years, 3 months
  • Last seen more than a month ago
  • France
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About

I'm French so sorry for any spelling mistakes :-)

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Top posts
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question
17
Is there a website that lists replication code of financial papers?
Dec 26, 2015
answer
15
How to calculate the conditional variance of a time series?
Nov 25, 2015
answer
14
How to simulate stock prices with a Geometric Brownian Motion?
Jan 27, 2014
answer
7
Why is volatility said to be persistent?
Mar 1, 2016
answer
6
RiskMetrics VaR Volatility Sample Size
Feb 3, 2016
answer
6
List of Intraday stock prices API
Jul 27, 2016
answer
6
What is a regime switch?
Sep 27, 2016
answer
6
Why banks borrow from each other
Jan 18, 2014
answer
6
Fractionally Integrated GARCH
Nov 26, 2018
answer
5
How to account for intraday seasonality in GARCH model?
May 10, 2019