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0 votes

0 answers

53 views

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

programming time-series probability simulations

Vanillihoot

1

asked yesterday

2 votes

1 answer

225 views

How to determine which realized volatility estimator should be used?

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

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Feller Condition (Cox-Ingersoll-Ross) source

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BOUDCHICHI Oussama

41

answered May 15 at 5:54

0 votes

1 answer

73 views

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

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DerivativesTamer

16

answered May 14 at 19:58

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Why do we usually model returns and not prices?

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Orvar Korvar

245

answered May 12 at 8:44

0 votes

3 answers

91 views

database for economic & finance timeseries

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lehalle

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modified May 8 at 7:40

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Memory effect of log returns of S&P 500

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lehalle

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modified May 8 at 6:18

0 votes

0 answers

70 views

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

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Richard Hardy

1,733

modified May 5 at 11:22

3 votes

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

options programming time-series garch estimation

CommunityBot

1

modified May 3 at 23:03

0 votes

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Performance attribution of indices to their sector weights

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1

modified Apr 30 at 21:02

8 votes

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

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Martin

111

modified Apr 22 at 17:58

1 vote

4 answers

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Looking for options to visualize large market timeseries data

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Allan Xu

111

answered Apr 22 at 2:02

0 votes

2 answers

180 views

comparing volatility and correlation over time

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CommunityBot

1

modified Mar 30 at 1:01

1 vote

2 answers

223 views

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

programming time-series value-at-risk garch

Pleb

3,273

modified Mar 25 at 6:46

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

How to determine which realized volatility estimator should be used?

Feller Condition (Cox-Ingersoll-Ross) source

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

Why do we usually model returns and not prices?

database for economic & finance timeseries

Memory effect of log returns of S&P 500

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

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

Performance attribution of indices to their sector weights

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

Looking for options to visualize large market timeseries data

comparing volatility and correlation over time

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

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