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Quantitative Finance
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Malick

I'm French so sorry for any spelling mistakes :-)

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  • France
  • Member for 5 years, 1 month
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  • Last seen Feb 7 at 17:52

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Top Posts (83) All Questions Answers | Votes Newest

14 Is there a website that lists replication code of financial papers? Dec 26 '15
9 How to simulate stock prices with a Geometric Brownian Motion? Jan 27 '14
6 How to calculate the conditional variance of a time series? Nov 25 '15
6 How to obtain Standardized Residuals from a Time-Series? May 20 '16
6 Overestimating or underestimating risk? Jun 30 '16
5 List of Intraday stock prices API Jul 27 '16
5 Why is volatility said to be persistent? Mar 1 '16
5 Why banks borrow from each other Jan 18 '14
5 Fractionally Integrated GARCH Nov 26 '18
4 How should we select efficiently orders parameters in time series modelling? Jan 23 '14
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