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Quantitative Finance
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Fly_back
  • Member for 9 years, 10 months
  • Last seen more than 2 years ago
  • Sydney, New South Wales, Australia
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4
What are the advantages of financial modelling in R?
Oct 3, 2015
answer
3
How to interpret regression coefficients with dummy explanatory variables?
Oct 7, 2015
question
3
When the two time series with different length, how could we analysis them with a bivariate GARCH model?
Feb 12, 2015
question
3
The difference in sign bias test in detecting the exist of asymmetric effects and the adequacy of symmetric GARCH model.
Jun 28, 2015
question
2
Why random walk Metropolis Hasting algorithm works bad on GARCH(1,1) parameters estimation
Jan 28, 2015
question
2
Explain the unconditional covariance in Dynamic Conditional correlation( DCC ) GARCH model
Apr 1, 2015
answer
2
Could we estimate a portfolio's volatility using a GARCH on the portfolio returns?
Oct 7, 2015
question
1
A good way to calculate the realised daily volatility
May 15, 2015
question
1
How to decide if the ARCH coefficient is necessary in the GJR-GARCH model?
Jun 7, 2015
question
0
Do I need to update the standard deviation into GARCH for the next step conditional variance predict?
Apr 15, 2015
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Why Hamiltonian dynamics is better than random walk proposal in MCMC in some cases?
6
Are all neural network activation functions differentiable?