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Block bootstrap to synthesize asset prices

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serial correlation and CUSUM results

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Calculating Ex-ante Sharpe Ratio in multi-period setting

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what are the criteria to select pairs?

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Multivariate Markov Regime switching GARCH

volatility time-series garch markov-switching

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Generating surface of Kernel Density Estimates over time

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R Equilibrium FX using VEC or Behavioural Equilibrium Exchange Rate (BEER)

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What machine learning method is more suitable for prediction of financial time series?

time-series statistics machine-learning prediction

answered Apr 4 at 15:06 Jacques Joubert 80

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Can you use GARCH-MIDAS for intraday data?

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Volume or Dollar bars vs. volatility normalized and demeaned financial time series

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answered Apr 1 at 20:49 Jacques Joubert 80

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Some basic examples for Granger causality

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Is there such a thing as resonance in economic underliers?

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Autoregressive Distributed Lag Models (ARDL) results analysis

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How to forecast high-frequency data?

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