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Dec
15
comment Kalman Filter Equity Example
Thanks for your suggestion it seems like the link mentioned here is for microstructure-tutorial and not for kalman filter. Can you please share link for Kalman Filter.
Dec
15
accepted Kalman Filter Equity Example
Dec
14
accepted How to estimate the covariance of an index with a basket of stocks?
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asked Kalman Filter Equity Example
Nov
27
accepted How to make the final Interpretation of PCA?
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26
awarded  Editor
Nov
26
revised How to make the final Interpretation of PCA?
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Nov
23
asked How to make the final Interpretation of PCA?
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23
accepted Hurst Exponent Calculation
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accepted R code for Ornstein-Uhlenbeck process
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8
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8
reviewed Approve Hurst Exponent Calculation
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asked Can the Hurst exponent be greater than one?
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asked GJR-GARCH Model In R
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asked Distribution for High Kurtosis
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asked R code for Ornstein-Uhlenbeck process
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asked How to estimate the covariance of an index with a basket of stocks?
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31
awarded  Scholar