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aajajim
  • Member for 10 years, 5 months
  • Last seen more than 5 years ago
9 votes

Calculating log returns using R

8 votes

How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?

5 votes
Accepted

First Exit Time Based Volatility

4 votes

What are common methods for modeling intraday trading volume?

3 votes

What is a commonly accepted econometric model for volume?

3 votes

Extrapolating implied volatilities to small time

3 votes
Accepted

Co-integration constraints of coint(X,Z) given coint(X,Y) and coint(Y,Z)?

3 votes
Accepted

How should we select efficiently orders parameters in time series modelling?

3 votes

How to remove outliers in financial times series?

3 votes

Estimate reasonable trade sizing based on daily volume

1 vote

Error message in calculation Implied Volatility

0 votes
Accepted

Understanding the VaR example on wikipedia