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John
  • Member for 10 years, 1 month
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Top posts
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All Questions Answers
Score Newest
answer
16
Can I use the Cholesky-method for generating correlated random variables with given mean?
Mar 12, 2014
question
14
PCA model selection using AIC (or BIC)
Aug 21, 2012
answer
11
Where do I declare prior parameters in Stan?
Apr 7, 2014
answer
8
What is fitted in a GARCH: residual or log-return?
Oct 5, 2013
question
8
Distribution of eigenvalues given one is known
Feb 5, 2013
question
7
Multivariate time series model evaluation with conditional moments
May 29, 2012
answer
7
Estimated distribution of eigenvalues for i.i.d. (uniform or normal) data
Jul 5, 2012
question
6
Mixture distributions moments if one distribution has undefined/infinite moments
Jun 29, 2012
answer
6
Do low $R^2$ values mean that my vector autoregressive model is bad?
Jul 18, 2012
answer
6
Best method for short time-series
Feb 20, 2015
Top network posts
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19
Discrete returns versus log returns of assets
16
Why do we usually model returns and not prices?
13
Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
12
How to build a mean reverting basket?
12
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?

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