Quantitative Finance
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joesyc
  • Member for 6 years, 11 months
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All Questions Answers
Score Newest
question
7
Calculating 6-minute, 20-minute, 45-minute, and 3-hour volatility
Aug 5, 2015
question
5
Measuring momentum as AR(1) process
Aug 14, 2015
question
4
Realized Volatility vs. Standard deviation of log returns
Aug 14, 2015
question
3
How to interpret Realized Volatility and TSRV using R
Jul 15, 2015
question
3
Derivation using Ito's Lemma of price process
Aug 1, 2015
question
3
What do you do with low r-squared when calculating high-frequency beta
Sep 21, 2015
question
2
impact model what volatility to use
Oct 22, 2015
question
1
Does it make sense to interpret autocorrelation and box test on 5 data points?
Jul 15, 2015
question
1
What is wrong in my non-linear estimation sample code?
Oct 19, 2015
question
1
Interpreting and scaling of Realized Variance with sample data
Aug 3, 2015

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