Quantitative Finance
Richard Hardy's user avatar
Richard Hardy's user avatar
Richard Hardy's user avatar
Richard Hardy
  • Member for 7 years, 9 months
  • Last seen this week
  • Europe
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2,726
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answers
37
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About

Ph.D., associate professor with work experience in finance.

Interests: financial econometrics, forecasting, volatility, uncertainty, risk management, model selection and other.

I use R.

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94
Score
43
Posts
34
Posts %
44
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25
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20
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36
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31
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25
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15
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31
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25
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14
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10
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35
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Top posts
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All Questions Answers
Score Newest
answer
14
Why is GARCH(1,1) so popular, especially in academia?
Aug 14, 2016
question
9
Asset pricing textbooks
Jun 8, 2020
question
6
Clustered vs. GMM-based standard errors: which ones to use in asset pricing?
Jan 31
question
6
Testing asset pricing models with Roll's critique in mind
Jun 1
question
6
Why not use a time series regression when the factor is not a return?
Jun 8
answer
6
CAPM yields very poor fit (low R-squared). Is that normal?
Jan 26
answer
5
GARCH on returns or on log-returns?
Jul 1
answer
5
Is a linear combination of GARCH processes also a GARCH process?
Sep 7, 2016
answer
5
How do I evaluate the suitability of a GARCH model?
Nov 27, 2016
answer
5
What is the difference between conditional volatility and realized volatility?
Dec 13, 2016
Top Meta posts
3
3
4
Current tag synonym candidates
3
Migrating threads to Cross Validated
3
Should statistics-heavy questions be directed to Cross Validated?
Top network posts
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43
Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
41
Is 50% 100% higher than 25% or is it 25% higher than 25%?
36
Is an overfitted model necessarily useless?
34
Interpretation of mean absolute scaled error (MASE)
33
AIC versus cross validation in time series: the small sample case

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