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How to calculate RSI while considering market close and holidays?

time-series indicator technical-analysis technicals time

answered 12 hours ago Jared Marks 66

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Which method would you use to compare if a time series of financial returns has more “clusterized volatility” than another?

time-series log-returns cluster markov-switching

modified 18 hours ago Xavio 51

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Optimal time series length to calculate historical volatility

volatility interest-rates time-series

asked yesterday Bhaskar Gudimetla 24

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Getting data of sub-sector indexes of an S&P 500 index sector using QuantMod in R

time-series programming spx equity-curve

modified 2 days ago Community♦ 1

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Are ACF and PACF plots of squared returns useful in determining the lag-order when testing GARCH class of models?

time-series garch financial-markets

modified 2 days ago Anirudh 1

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Generating surface of Kernel Density Estimates over time

time-series python density

modified Aug 11 at 18:00 Community♦ 1

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Lagged Residual as Independent Variable

time-series quant-trading-strategies regression factor-models econometrics

answered Aug 11 at 4:33 compilation-error 149

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What is the optimal approach to “backcasting” alternative asset classes (i.e. PE, Hedge Funds, Real Estate)?

time-series regression forecasting

modified Aug 10 at 5:35 Helin 6,822

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How to deal with missing value in a time series stock market data?

time-series data market-data historical-data index

modified Aug 10 at 1:23 Serg 539

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ARMA+GARCH prediction with package rugarch (R)

time-series r garch prediction arma

modified Aug 5 at 3:02 Community♦ 1

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Significance Of Missing Data for RMSE Estimation

time-series missing-values

answered Aug 4 at 17:12 Nick Firoozye 299

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Finding the distribution and moments of returns with GARCH models (in R if possible)

options time-series programming garch distribution

asked Aug 3 at 23:00 Novic 10

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Fitting Copula and Simulation

time-series garch copula

modified Aug 3 at 18:01 Community♦ 1

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QQQ fillings history

time-series finance etf exchange

modified Aug 2 at 16:43 drobertson 879

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How to calculate RSI while considering market close and holidays?

Which method would you use to compare if a time series of financial returns has more “clusterized volatility” than another?

Optimal time series length to calculate historical volatility

Getting data of sub-sector indexes of an S&P 500 index sector using QuantMod in R

Are ACF and PACF plots of squared returns useful in determining the lag-order when testing GARCH class of models?

Generating surface of Kernel Density Estimates over time

Lagged Residual as Independent Variable

What is the optimal approach to “backcasting” alternative asset classes (i.e. PE, Hedge Funds, Real Estate)?

How to deal with missing value in a time series stock market data?

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Significance Of Missing Data for RMSE Estimation

Finding the distribution and moments of returns with GARCH models (in R if possible)

Fitting Copula and Simulation

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