Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It only takes a minute to sign up.

Sign up to join this community
Anybody can ask a question
Anybody can answer
The best answers are voted up and rise to the top

Explore our Questions

0 votes
0 answers
53 views

Inconsistency between simulation and the probability of a "stock" hitting take profit before stop loss

2 votes
1 answer
225 views

How to determine which realized volatility estimator should be used?

12 votes
1 answer
3k views

Feller Condition (Cox-Ingersoll-Ross) source

0 votes
1 answer
73 views

What are common ways to realistically simulate the stock market using historical market data?

17 votes
4 answers
15k views

Why do we usually model returns and not prices?

0 votes
3 answers
91 views

database for economic & finance timeseries

0 votes
1 answer
171 views

Memory effect of log returns of S&P 500

0 votes
0 answers
70 views

I.I.D log returns. What about their square?

3 votes
1 answer
331 views

GARCH(1,1)-M MLE optimization with fmincon in R

0 votes
1 answer
82 views

Performance attribution of indices to their sector weights

8 votes
2 answers
900 views

Is there any research on applying state-space or dynamic linear models to forecasting equity risk premia?

1 vote
4 answers
130 views

Looking for options to visualize large market timeseries data

0 votes
2 answers
180 views

comparing volatility and correlation over time

1 vote
2 answers
223 views

2-day ahead prediction of value at risk with GARCH(1,1) in R

Browse more Questions