Quantitative Finance
zer0hedge's user avatar
zer0hedge's user avatar
zer0hedge's user avatar
zer0hedge
  • Member for 8 years, 10 months
  • Last seen more than 6 years ago
Profile Activity
Stats
1,704
reputation
0
reached
0
answers
0
questions
Communities
View all
About

I'm Westworld fan

Badges
View all badges
This user doesn’t have any gold badges yet.
8
silver badges
1
bronze badge
Posts

This user hasn’t posted yet.

Top network posts
View all network posts
14
Have any new stylized facts of asset returns been discovered since 2001?
9
Is a common approach to calibration reasonable?
9
What are the significant implications of the long-run average variance rate and why Engle won the Nobel Prize for ARCH model development?
8
Is an autocorrelation of the abs returns just a consequence of the volatility burst?
8
Are Cont's "stylized facts" based on reliable evidence?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.