Skip to main content
Quantitative Finance
Qbik's user avatar
Qbik's user avatar
Qbik's user avatar
Qbik
  • Member for 12 years, 7 months
  • Last seen more than 1 year ago
Profile Activity
Stats
1,018
reputation
42k
reached
7
answers
21
questions
Communities
View all
Badges
View all badges
This user doesn’t have any gold badges yet.
8
silver badges
17
bronze badges
Top tags
View all tags
3
Score
6
Posts
21
Posts %
2
Score
5
Posts
18
Posts %
1
Score
8
Posts
29
Posts %
1
Score
4
Posts
14
Posts %
1
Score
2
Posts
7
Posts %
1
Score
2
Posts
7
Posts %
Top posts
View all questions and answers
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
View all network posts
170
Remove all special characters from a string in R?
63
Is there any gold standard for modeling irregularly spaced time series?
30
How to convert integer number into binary vector?
27
Interpretation of gc() result in R
25
How can two strings be concatenated?