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Quantitative Finance
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Richard Hardy

Associate professor in business analytics.

PhD in economics/finance, MSc in statistics.

Work experience in finance.

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

I use R.

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  • Member for 3 years, 8 months
  • 315 profile views
  • Last seen Oct 27 at 11:05

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Top posts (45) All Questions Answers | Votes Newest

11 Why is GARCH(1,1) so popular, especially in academia? Aug 14 '16
5 Is a linear combination of GARCH processes also a GARCH process? Sep 7 '16
5 How do I evaluate the suitability of a GARCH model? Nov 27 '16
4 Portfolio optimization w.r.t. value at risk: introductory or survey references Sep 25
4 What are the significant implications of the long-run average variance rate and why Engle won the Nobel Prize for ARCH model development? Jun 20 '17
3 How can I compare 30 day implied volatility forecasts with GARCH forecasts? May 31 '17
3 Calculate weekly returns from daily stock prices? Mar 9 '16
3 Robust standard errors in GARCH modelling (rugarch) Aug 10 '16
3 Are GARCH models dependent on the returns forecasting model? Nov 14 '16
2 What is the difference between conditional volatility and realized volatility? Dec 13 '16
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