Quantitative Finance
Profile Activity
Network profile
471
reputation
4
13

Masher

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

0
answers
16
questions
~16k
people reached
  • Member for 4 years, 7 months
  • 35 profile views
  • Last seen Aug 16 '17 at 8:37

Communities (4)

Top network posts

We respect a laser-like focus on one topic.

Top tags (31)

Score 0
Posts 10
Posts % 62
Score 0
Posts 6
Score 0
Posts 5
Score 0
Posts 5
Score 0
Posts 4
Score 0
Posts 4
View all tags →

Top posts (16)

All Questions Answers
Votes Newest
8 Density forecast of a GARCH model Sep 7 '15
4 Simulating returns from ARMA(1,0)-GARCH(1,1) model Jan 10 '16
3 Density plot of the skew-t distribution Feb 23 '16
3 Degrees of freedom in calculating significance of GARCH coefficients Mar 10 '16
3 Modelling log-returns and calculating the portfolio return May 3 '16
3 Log-likelihood of skew-t distribution Dec 16 '15
2 Problem with obtaining densities Dec 27 '15
2 Robust standard errors in GARCH modelling (rugarch) Jul 17 '16
2 Parametric bootstrap in generating returns and hypothesis testing Mar 7 '16
2 GJR-GARCH with $\alpha = 0$ as parameter estimate Dec 28 '15
View all questions and answers →

Badges (17)

Gold

—

Silver

4

Rarest

Bronze

13

Rarest

View all badges →