User Jase

16 votes

How to fit ARMA+GARCH Model In R?

answered Jan 9, 2013 at 4:04

8 votes

why does Cross Validation not solve Backtest overfitting?

answered Jun 14, 2021 at 0:23

6 votes

Stock Price Behavior and GARCH

answered Dec 12, 2012 at 11:14

4 votes

Accepted

The problem of the weighted price

answered Apr 27, 2020 at 9:22

3 votes

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

answered May 6, 2020 at 5:04

3 votes

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

answered Dec 27, 2012 at 10:22

3 votes

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

answered Aug 10, 2013 at 5:43

3 votes

Missing step in stock price movement equations

answered Dec 12, 2012 at 0:52

3 votes

Time-series similarity measures

answered May 30, 2013 at 13:58

3 votes

Statistical Power and Active Management

answered Jul 27, 2013 at 13:55

2 votes

Tools in R for estimating time-varying copulas?

answered Aug 7, 2013 at 15:09

2 votes

Accepted

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

answered Jul 22, 2013 at 8:36

1 vote

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

answered Nov 27, 2012 at 14:52

1 vote

Help with pulling company fundamentals from EDGAR

answered Jul 31, 2021 at 5:05

0 votes

Regressor: Nominal return, continuous return or first difference?

answered Dec 17, 2012 at 12:47

Stack Exchange Network

15 Answers

How to fit ARMA+GARCH Model In R?

why does Cross Validation not solve Backtest overfitting?

Stock Price Behavior and GARCH

The problem of the weighted price

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

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

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

Missing step in stock price movement equations

Time-series similarity measures

Statistical Power and Active Management

Tools in R for estimating time-varying copulas?

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

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

Help with pulling company fundamentals from EDGAR

Regressor: Nominal return, continuous return or first difference?