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Quantitative Finance
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Richard Hardy

Associate professor in business analytics.

Previously postdoc in statistics, PhD in economics, MSc and BSc in statistics.

Work experience in finance.

Interests: time series analysis, forecasting, volatility modelling, risk management; casually also macroeconomics and economic policy.

I use R.

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  • Member for 3 years, 1 month
  • 279 profile views
  • Last seen Apr 15 at 17:17

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Top Posts (43) All Questions Answers | Votes Newest

10 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
4 Are GARCH models dependent on the returns forecasting model? Nov 14 '16
4 Calculate weekly returns from daily stock prices? Mar 9 '16
3 Robust standard errors in GARCH modelling (rugarch) Aug 10 '16
3 ruGarch - Interpret test results Feb 26 '16
3 Sum of two GARCH(1,1) Models Mar 1 '16
3 How do I evaluate the suitability of a GARCH model? Nov 27 '16
3 How can I compare 30 day implied volatility forecasts with GARCH forecasts? May 31 '17
3 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
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