Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

  7. current community

    your communities

    more stack exchange communities

    company blog
Quantitative Finance
Meta user
Network profile
571
reputation
3
17

Qbik

Apparently, this user prefers to keep an air of mystery about them.

7
answers
20
questions
~24k
people reached
  • Member for 7 years, 2 months
  • 93 profile views
  • Last seen Mar 30 at 21:42

Communities (29)

Top network posts

Top tags (49)

Score 2
Posts 6
Posts % 22
Score 1
Posts 8
Score 1
Posts 4
Score 1
Posts 4
Score 1
Posts 2
Score 0
Posts 4
View all tags →

Top posts (27) 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
7 How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours? May 21 '12
7 Problems with dealing with GARCH models and intra-day data Feb 15 '13
6 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
5 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
2 Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset? Jan 23 '13
View all questions and answers →

Badges (20)

Gold

—

Silver

3

Rarest

Bronze

17

Rarest

View all badges →