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joesyc

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 3 years, 9 months
  • 22 profile views
  • Last seen Oct 26 '15 at 17:26

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Top Posts (11) All Questions Answers | Votes Newest

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