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Results tagged with Search options questions only user 12
18
votes
2answers
In recent months I've come to the conclusion that there are not only certain regimes in the markets (like bear or bull) but phases where all models fail because we are in uncharted territory. The form …
asked Oct 4 '11 by vonjd
30
votes
5answers
There is a big body of literature on econometric models like ARIMA, ARIMAX or VAR. Yet to the best of my knowledge practically nobody is making use of that in Quantitative Finance. Yes, there is a pap …
asked May 11 '16 by vonjd