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About
At the end of 2022, I stopped actively contributing to this forum. I may still check in and answer a few questions from time to time.
I took particular pleasure in answering the following questions:
Realized GARCH & Linking realized measures to realized models.
Out-of-sample performance metrics & forecast comparison analyses for realized volatility.
Empirical evaluation of realized measures for out-of-sample forecasting.
Statistical methods to compare different portfolio rebalancing schemes.
“The man who asks a question is a fool for a minute, the man who does not ask is a fool for life.”
– Confucius.
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DeputyAug 21
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Civic DutyJul 7, 2021
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ProofreaderSep 21
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ExplainerApr 11, 2021
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OrganizerJan 3, 2021
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