Quantitative Finance
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Constantin
  • Member for 8 years, 3 months
  • Last seen more than 1 year ago
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All Questions Answers
Score Newest
question
8
What are the empirical limitations to testing market efficiency?
Dec 16, 2014
question
7
Bayesian estimation of asset pricing models
Dec 30, 2014
question
5
How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
Nov 26, 2014
question
4
Bloomberg-alternatives for intraday stock price data?
Nov 28, 2014
question
4
Should the geometric standard deviation be used to compute the volatility of financial returns?
Jan 2, 2018
question
4
Can portfolio Value-at-Risk be calculated analytically for multivariate t-distributed returns?
Jan 24, 2018
answer
4
Learn backtesting using MATLAB
Dec 30, 2014
question
3
How consequential are violations of the efficient diversification assumption of asset pricing models?
Dec 7, 2014
question
3
What is the relationship between arithmetic versus geometric averages and simple versus logarithmic prices?
Mar 31, 2015
question
2
Under which circumstances can conditional distribution of asset returns be less Gaussian than the unconditional distribution?
May 24, 2017
Top network posts
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48
What is the difference between errors and residuals?
31
When to answer and when not to answer a brief e-mail from a busy academic?
23
What exactly are moments? How are they derived?
16
Citing EU regulations using BibTeX
15
How to identify an optimal subsample from a data set with missing values in MATLAB

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