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John
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16
Can I use the Cholesky-method for generating correlated random variables with given mean?
Mar 12 '14
13
PCA model selection using AIC (or BIC)
Aug 21 '12
11
Where do I declare prior parameters in Stan?
Apr 7 '14
8
What is fitted in a GARCH: residual or log-return?
Oct 5 '13
8
Distribution of eigenvalues given one is known
Feb 5 '13
7
Multivariate time series model evaluation with conditional moments
May 29 '12
7
Estimated distribution of eigenvalues for i.i.d. (uniform or normal) data
Jul 5 '12
6
Mixture distributions moments if one distribution has undefined/infinite moments
Jun 29 '12
6
Do low $R^2$ values mean that my vector autoregressive model is bad?
Jul 18 '12
6
Best method for short time-series
Feb 20 '15
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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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