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Active 1 Bountied Hot Week Month

1

vote

0

answers

116

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+50

Markov Switching Vector Autoregressive (MSVAR) and Markov Switching Dynamic Stochastic General Equilibrium (MSDSGE) Models

programming time-series dynamic markov-switching

modified 2 days ago MYaseen208 61

1

vote

1

answer

91

views

Simple Blockbootstrap instead of CircularBlockBootstrap

programming time-series bootstrapping synthetic

modified Jun 13 at 16:05 Pleb 1,681

1

vote

1

answer

139

views

Are return time series ergodic?

time-series returns statistics stationarity

modified Jun 6 at 2:08 Community♦ 1

3

votes

1

answer

1k

views

How to fit exogenous + GARCH Model In Python?

time-series garch econometrics estimation python

modified Jun 2 at 16:07 Community♦ 1

1

vote

2

answers

69

views

Trouble Calibrating a Vasicek Model

stochastic-processes time-series vasicek self-study

answered May 30 at 21:07 majeed simaan 19

1

vote

1

answer

103

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Simulating correlated Geometric Brownian Motion with lag

time-series correlation simulations geometric-brownian

modified May 28 at 23:04 Community♦ 1

2

votes

1

answer

384

views

How to connect Bloomberg's xbbp api to “Bloomberg Anywhere”

programming time-series bloomberg tick-data

modified May 26 at 1:00 Community♦ 1

1

vote

1

answer

42

views

Find best linear predictor of $X_2$ given $1, X_1$

time-series prediction

answered May 24 at 20:50 Kareem Sayed 43

3

votes

1

answer

123

views

TSRV parameters selection

volatility time-series high-frequency high-frequency-estimators

answered May 21 at 9:00 Pleb 1,681

0

votes

1

answer

61

views

Estimating distribution of rate of return

time-series returns distribution auto-correlation rolling

modified May 21 at 2:03 Community♦ 1

1

vote

1

answer

176

views

Realized Variance (realized volatility)

volatility time-series implied-volatility risk garch

modified May 19 at 20:21 Pleb 1,681

-1

votes

0

answers

30

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Estimating abnormal return of individual stocks using Fama French 3 Factor Model

time-series finance fama-french event-study abnormal-returns

asked May 19 at 9:13 Simon 1

2

votes

2

answers

158

views

Statistical methodology for proving the stability in time of asset allocation weights

time-series portfolio asset-allocation markowitz

modified May 15 at 23:44 Pleb 1,681

0

votes

0

answers

21

views

SVAR, seasonality adjustment and impulse response functions

time-series

modified May 14 at 15:21 GaëtanLF 1

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