Associate professor in business analytics.
Previously postdoc in statistics, PhD in economics, MSc and BSc in statistics.
Work experience in finance.
Interests: time series analysis, forecasting, volatility modelling, risk management; casually also macroeconomics and economic policy.
Member for 3 years, 7 months
12 profile views
Last seen Jun 11 '18 at 17:26
- Cross Validated 30.2k 30.2k 77 gold badges5151 silver badges145145 bronze badges
- Quantitative Finance 1.2k 1.2k 99 silver badges2121 bronze badges
- Academia 358 358 33 silver badges1515 bronze badges
- Stack Overflow 314 314 55 silver badges1515 bronze badges
- Economics 299 299 11 silver badge1111 bronze badges
- View network profile →
Top network posts
- 35 Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
- 35 Is 50% 100% higher than 25% or is it 25% higher than 25%?
- 32 Is an overfitted model necessarily useless?
- 25 Correlation between OLS estimators for intercept and slope
- 24 Properties of PCA for dependent observations
- 22 AIC versus cross validation in time series: the small sample case
- 21 Interpretation of mean absolute scaled error (MASE)
- View more network posts →