Jase's user avatar
Jase's user avatar
Jase's user avatar
Jase
  • Member for 11 years, 5 months
  • Last seen more than 1 year ago
16 votes

How to fit ARMA+GARCH Model In R?

8 votes

why does Cross Validation *not* solve Backtest overfitting?

6 votes

Stock Price Behavior and GARCH

4 votes
Accepted

The problem of the weighted price

3 votes

Does the new trend of "no transaction fee" accounts substantively change the academic study of mathematical finance?

3 votes

How to detect regime change when estimating asset correlation from historical time series?

3 votes

How do I estimate the joint probability of stock B moving, if stock A moves?

3 votes

Missing step in stock price movement equations

3 votes

Time-series similarity measures

3 votes

Statistical Power and Active Management

2 votes

Tools in R for estimating time-varying copulas?

2 votes
Accepted

How to look for fractals/harmonics patterns in time series?

1 vote

Monte carlo methods for vanilla european options and Ito's lemma.

1 vote

Help with pulling company fundamentals from EDGAR

0 votes

Regressor: Nominal return, continuous return or first difference?