Quantitative Finance
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Jase's user avatar
Jase's user avatar
Jase
  • Member for 11 years, 1 month
  • Last seen more than 1 year ago
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15
answers
15
questions
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22
Score
7
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23
Posts %
9
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5
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17
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7
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7
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23
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6
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4
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13
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5
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Top posts
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All Questions Answers
Score Newest
question
18
So many volatility models. Any comparisons of them?
May 23, 2013
answer
16
How to fit ARMA+GARCH Model In R?
Jan 9, 2013
question
13
Alternative ways to understand time-varying comovement between two time-series?
Jan 16, 2013
question
9
Why do low standard deviation stocks tend to have superior future returns?
Oct 29, 2012
question
8
Conditional or unconditional volatility?
Oct 28, 2012
question
7
Why are regressors squared and not ^1.5 or ^2.2 or ^2.5?
Dec 4, 2012
answer
7
why does Cross Validation *not* solve Backtest overfitting?
Jun 14, 2021
answer
6
Stock Price Behavior and GARCH
Dec 12, 2012
question
6
Is there a copula that can estimate negative tail dependence?
Jan 22, 2013
question
5
Regressor: Nominal return, continuous return or first difference?
Dec 15, 2012
Top network posts
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120
How to come up with research ideas?
48
Is standardisation before Lasso really necessary?
41
Quantile regression: Which standard errors?
22
Where and why does deep learning shine?
20
When does a paid research assistant become a co-author?

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