Quantitative Finance
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Qbik
  • Member for 11 years, 1 month
  • Last seen more than a month ago
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21
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21
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29
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Top posts
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All Questions Answers
Score Newest
question
14
Is a linear combination of GARCH processes also a GARCH process?
Jun 19, 2012
question
12
What is a commonly accepted econometric model for volume?
May 22, 2012
question
8
How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours?
May 21, 2012
question
8
Problems with dealing with GARCH models and intra-day data
Feb 15, 2013
question
7
Filtering out AR(1) effects before using stochastic volatility model
Nov 12, 2014
answer
7
What tools exist for order book analysis and visualization?
Jun 16, 2012
question
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, 2015
question
4
Are there any free data of DAX or DAX future in 1-second or 1-minute time resolution?
Feb 1, 2017
question
4
Why in general is the variance of volume changes higher than variance of price changes?
Apr 24, 2012
question
4
Does the correlation amongst stocks rise when stock values decline?
Apr 24, 2012
Top network posts
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163
Remove all special characters from a string in R?
58
Is there any gold standard for modeling irregularly spaced time series?
28
How to convert integer number into binary vector?
26
Interpretation of gc() result in R
24
How to print two dimensional array in Immediate window in VBA?

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