User Colin T Bowers - Quantitative Finance Stack Exchange

Colin T Bowers

Member for 11 years, 6 months
Last seen more than a month ago

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colintbowers.com
Sydney, Australia

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13 Answers

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15 votes

Accepted

Is volatility for the next day forecastable? To any extent?

answered Aug 8, 2015 at 6:36

9 votes

Where to get long time historical intraday data?

answered Aug 10, 2015 at 6:03

7 votes

Accepted

Negative high frequency intraday volatility - Zhou estimator

answered Jul 21, 2015 at 12:04

6 votes

Calculating 6-minute, 20-minute, 45-minute, and 3-hour volatility

answered Aug 7, 2015 at 1:04

3 votes

Accepted

GARCH model using high frequency price return

answered Sep 24, 2020 at 6:02

3 votes

GARCH model, expectation of volatility?

answered Jul 28, 2015 at 5:14

3 votes

Accepted

How to interpret Realized Volatility and TSRV using R

answered Jul 21, 2015 at 7:03

2 votes

Accepted

FORECASTING Model AR(1) in an Autoregressive Form The Pi´s Parameters

answered Jul 31, 2015 at 0:19

2 votes

Can we use White's reality check to compare two Sharpe ratios?

answered Feb 18, 2020 at 3:55

1 vote

Spot price and volatility has a correlation of -1, why?

answered Jul 21, 2015 at 1:57

1 vote

Accepted

Interpreting and scaling of Realized Variance with sample data

answered Aug 4, 2015 at 0:42

1 vote

Measuring momentum as AR(1) process

answered Aug 19, 2015 at 6:11

1 vote

How to Evaluate Expected Value powered 4 of a Wiener Process?

answered Feb 17, 2020 at 23:36