Quantitative Finance
Qbik's user avatar
Qbik's user avatar
Qbik's user avatar
Qbik
  • Member for 11 years, 10 months
  • Last seen more than a month ago
Profile Activity
Stats
1,018
reputation
40k
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
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
View all network posts
167
Remove all special characters from a string in R?
60
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
24
How to print two dimensional array in Immediate window in VBA?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.