Top network posts
- 16 Discrete returns versus log returns of assets
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- 12 PCA model selection using AIC (or BIC)
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- 12 Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
- 12 How to build a mean reverting basket?
- 12 Is a linear combination of GARCH processes also a GARCH process?
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