Quantitative Finance
Masher's user avatar
Masher's user avatar
Masher's user avatar
Masher
  • Member for 7 years, 3 months
  • Last seen more than a month ago
Profile Activity
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491
reputation
23k
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answers
17
questions
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Score
10
Posts
59
Posts %
0
Score
6
Posts
35
Posts %
0
Score
5
Posts
29
Posts %
0
Score
5
Posts
29
Posts %
0
Score
4
Posts
24
Posts %
0
Score
4
Posts
24
Posts %
Top posts
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All Questions Answers
Score Newest
question
8
Density forecast of a GARCH model
Sep 7, 2015
question
4
Simulating returns from ARMA(1,0)-GARCH(1,1) model
Jan 10, 2016
question
3
Density plot of the skew-t distribution
Feb 23, 2016
question
3
Degrees of freedom in calculating significance of GARCH coefficients
Mar 10, 2016
question
3
Modelling log-returns and calculating the portfolio return
May 3, 2016
question
3
Log-likelihood of skew-t distribution
Dec 16, 2015
question
2
Problem with obtaining densities
Dec 27, 2015
question
2
High values of skewness and kurtosis of realized protfolio returns
Dec 2, 2015
question
2
Robust standard errors in GARCH modelling (rugarch)
Jul 17, 2016
question
2
Parametric bootstrap in generating returns and hypothesis testing
Mar 7, 2016

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