Quantitative Finance
Qbik
  • Member for 9 years, 11 months
  • Last seen more than a month ago
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All Questions Answers
Votes Newest
14
Is a linear combination of GARCH processes also a GARCH process?
Jun 19 '12
12
What is a commonly accepted econometric model for volume?
May 22 '12
8
How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours?
May 21 '12
8
Problems with dealing with GARCH models and intra-day data
Feb 15 '13
7
Filtering out AR(1) effects before using stochastic volatility model
Nov 12 '14
6
What kind of errors arise when I fit ARMA(1,1) to data generated from ARMA(1,1)-GARCH(1,1) process?
Feb 5 '15
6
What tools exist for order book analysis and visualization?
Jun 16 '12
4
Why in general is the variance of volume changes higher than variance of price changes?
Apr 24 '12
4
Does the correlation amongst stocks rise when stock values decline?
Apr 24 '12
3
Are there any free data of DAX or DAX future in 1-second or 1-minute time resolution?
Feb 1 '17
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147
Remove all special characters from a string in R?
56
Is there any gold standard for modeling irregularly spaced time series?
24
How can two strings be concatenated?
22
How to print two dimensional array in Immediate window in VBA?
22
How to convert integer number into binary vector?

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