User Jase

18 votes

1 answer

2k views

So many volatility models. Any comparisons of them?

asked May 23, 2013 at 14:11

13 votes

1 answer

969 views

Alternative ways to understand time-varying comovement between two time-series?

asked Jan 16, 2013 at 1:44

9 votes

2 answers

1k views

Why do low standard deviation stocks tend to have superior future returns?

asked Oct 29, 2012 at 4:05

8 votes

1 answer

5k views

Conditional or unconditional volatility?

asked Oct 28, 2012 at 14:20

7 votes

2 answers

716 views

Why are regressors squared and not ^1.5 or ^2.2 or ^2.5?

asked Dec 4, 2012 at 3:07

6 votes

3 answers

2k views

Is there a copula that can estimate negative tail dependence?

asked Jan 22, 2013 at 13:00

5 votes

4 answers

1k views

Regressor: Nominal return, continuous return or first difference?

asked Dec 15, 2012 at 6:51

4 votes

2 answers

497 views

Why use market capitalization weighted index over PCA?

asked Dec 29, 2012 at 13:20

4 votes

2 answers

1k views

Cointegration trading: Ignoring pairs that aren't economically related

asked Nov 12, 2012 at 15:16

3 votes

0 answers

254 views

Measure change in a bond option problem

asked Nov 21, 2012 at 2:50

3 votes

0 answers

543 views

Pricing a Power Contract derivative security

asked Nov 23, 2012 at 10:56

3 votes

2 answers

408 views

Pricing forward contract on a stock

asked Nov 23, 2012 at 13:50

3 votes

0 answers

122 views

Individual/casual investors and the bias towards blue-chip stocks?

asked Nov 1, 2012 at 12:45

2 votes

2 answers

2k views

Should I use GARCH volatility or standard deviation in cross-sectional regression?

asked Dec 9, 2012 at 13:23

1 vote

1 answer

1k views

Why does $\hat{\epsilon}'\hat{\epsilon}$ of a factor model measure risk?

asked Nov 4, 2012 at 4:01

Stack Exchange Network

15 Questions

So many volatility models. Any comparisons of them?

Alternative ways to understand time-varying comovement between two time-series?

Why do low standard deviation stocks tend to have superior future returns?

Conditional or unconditional volatility?

Why are regressors squared and not ^1.5 or ^2.2 or ^2.5?

Is there a copula that can estimate negative tail dependence?

Regressor: Nominal return, continuous return or first difference?

Why use market capitalization weighted index over PCA?

Cointegration trading: Ignoring pairs that aren't economically related

Measure change in a bond option problem

Pricing a Power Contract derivative security

Pricing forward contract on a stock

Individual/casual investors and the bias towards blue-chip stocks?

Should I use GARCH volatility or standard deviation in cross-sectional regression?

Why does $\hat{\epsilon}'\hat{\epsilon}$ of a factor model measure risk?