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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, 4 months
  • 137 profile views
  • Last seen 21 hours ago

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Top posts (84) All Questions Answers | Votes Newest

15 Is there a website that lists replication code of financial papers? Dec 26 '15
11 How to simulate stock prices with a Geometric Brownian Motion? Jan 27 '14
9 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
6 List of Intraday stock prices API Jul 27 '16
6 What is a regime switch? Sep 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
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