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Quantitative Finance
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jeffrey
  • Member for 10 years
  • Last seen more than 8 years ago
  • Oslo
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I write code in R and Stata especially for empirical analysis.

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Top posts
question
18
Why do we usually model returns and not prices?
Feb 7, 2015
question
13
Copulas simply explained
Feb 12, 2015
question
3
Interpretation of t-test in event study with dummy regression
Oct 17, 2015
question
3
Calculate excess returns for Sharpe Ratio with today's or past risk free rate of return?
Mar 14, 2016
question
2
How to interpret regression coefficients with dummy explanatory variables?
Sep 29, 2015
question
1
Differences between dummy regression event study and regression on residuals from market model
Oct 12, 2015
question
1
Calculate weekly returns from daily stock prices?
Mar 8, 2016
question
1
Adjust regression for thin trading
Sep 25, 2015
question
1
Testing day of the week effect
Sep 28, 2015
question
1
Jensen's alpha with timing activities
Dec 12, 2014
Top network posts
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123
Subscripts in plots in R
19
Best way to use R in Ruby
13
Difference between fixed effects dummies and fixed effects estimator?
8
Create a Correlation Matrix From a Correlation Vector in R
7
An 'easy' exercise on conditional expectations and filtrations