Quantitative Finance
Meta user
Network profile
576
reputation
3
17

Qbik

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

7
answers
20
questions
~25k
people reached
  • Member for 7 years, 6 months
  • 93 profile views
  • Last seen Jul 25 at 16:26

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
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
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 →