Quantitative Finance
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Kondo's user avatar
Kondo's user avatar
Kondo
  • Member for 7 years, 4 months
  • Last seen more than 6 years ago
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All Questions Answers
Score Newest
question
9
Why is the GARCH intercept supposed to be strictly positive?
May 31, 2016
question
3
'GARCH - extreme value theory - copula' approach to estimate risk measures in R
Jun 7, 2016
question
3
Forecasting conditional returns in DCC-GARCH-copula approach in R
Jun 10, 2016
question
3
Does the unconditional variance implied by a GARCH equal the sample variance?
May 17, 2016
question
2
Estimating time-varying tail dependence for Archimedean copulas
May 29, 2016
question
2
(Reproducible example) Conditional returns in GARCH-EVT-Copula context (with R)
Jun 9, 2016
question
2
False warning messages in R, is it possible?
Jun 12, 2016
question
2
Problems in computing VaR with GARCH-GPD-copula approach
Jun 19, 2016
question
2
Can I split my backtesting into multiple consecutive sub-periods?
Jul 5, 2016
question
2
Decreasing dependence during the financial crisis?
Sep 1, 2016

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