User aajajim - Quantitative Finance Stack Exchange

aajajim

Member for 9 years, 8 months
Last seen more than 4 years ago

12 Answers

Score Activity Newest

9 votes

Calculating log returns using R

answered Dec 9, 2013 at 13:45

8 votes

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

answered Dec 19, 2013 at 9:09

5 votes

Accepted

First Exit Time Based Volatility

answered Jan 26, 2014 at 20:38

4 votes

What are common methods for modeling intraday trading volume?

answered Nov 20, 2013 at 8:41

3 votes

What is a commonly accepted econometric model for volume?

answered Nov 20, 2013 at 21:25

3 votes

Extrapolating implied volatilities to small time

answered Nov 20, 2013 at 21:47

3 votes

Accepted

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

answered Jan 22, 2014 at 10:28

3 votes

Accepted

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

answered Jan 23, 2014 at 10:38

3 votes

How to remove outliers in financial times series?

answered Jan 26, 2014 at 14:25

3 votes

Estimate reasonable trade sizing based on daily volume

answered Feb 1, 2014 at 21:14

1 vote

Error message in calculation Implied Volatility

answered Dec 30, 2013 at 15:38

0 votes

Accepted

Understanding the VaR example on wikipedia

answered Jan 28, 2014 at 16:51