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Dec
19
comment Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Neat, I added this to the answer as it seems useful for the asker.
Dec
19
revised Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Edited in link to ARIMA-GARCH
Dec
19
comment Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Does MATLAB also support seasonal ARIMA models in combination with GARCH innovations?
Dec
18
reviewed Reviewed TAQ NYSE OpenBook
Dec
16
reviewed Looks OK Maximizing utility subject to a wealth constraint
Dec
14
comment Technical Analysis in FX: literature on effective methods
Hi Ocean, welcome to Quant.SE! I've updated your title to make it more informative. I think it can be improved even further so please don't hesitate to do so.
Dec
14
revised Technical Analysis in FX: literature on effective methods
edited title
Dec
12
revised Arrow-Debreu Price in “The Volatility Smile and its implied Tree”
Add missing parenthesis and remove courtesy
Dec
11
reviewed Approve Skew in Black Scholes model
Dec
10
revised How to calculate APR on term year
Codify calculator commands
Dec
10
comment How to calculate APR on term year
Hi aprbothersme, welcome to Quant.SE! I made the title less spammy. Please know that this question is in my view borderline off-topic. However, it seems to be CFA or something related and thus in the domain of professionals.
Dec
10
revised How to calculate APR on term year
Remove spammy title
Dec
8
comment Portfolio Optimization to include ALL Securities?
Hi Kevin Pei, welcome to Quant.SE! My experience is that most securities will be included in the optimal portfolio. Can you tell us some more about your constraints and correlation matrix?
Nov
30
reviewed Looks OK Suppose you bought a July ITM call and sold an August ATM put, am I net long or short?
Nov
29
comment How to simulate jump times in Multilevel path simulation for jump-diffusion SDEs?
Hi Rahi, welcome to Quant.SE!. I see that you use multiple accounts. Have you lost your password?
Nov
29
reviewed Approve How to generate jump times in in Multilevel path simulation for jump-diffusion SDEs?
Nov
29
reviewed No Action Needed Data Selection for Empirical Pricing Kernel Estimation (Stochastic Discount Factor)
Nov
29
reviewed No Action Needed How to simulate jump times in Multilevel path simulation for jump-diffusion SDEs?
Nov
29
revised How to simulate jump times in Multilevel path simulation for jump-diffusion SDEs?
Fix code
Nov
28
reviewed Reviewed How to prepare data for superior predictive ability (SPA) test?