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John
  • Member for 12 years, 3 months
  • Last seen this week
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Top posts
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20
Can I use the Cholesky-method for generating correlated random variables with given mean?
Mar 12, 2014
question
18
PCA model selection using AIC (or BIC)
Aug 21, 2012
answer
12
Where do I declare prior parameters in Stan?
Apr 7, 2014
question
8
Distribution of eigenvalues given one is known
Feb 5, 2013
answer
8
What is fitted in a GARCH: residual or log-return?
Oct 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
Best method for short time-series
Feb 20, 2015
answer
6
Do low $R^2$ values mean that my vector autoregressive model is bad?
Jul 18, 2012
Top network posts
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19
Discrete returns versus log returns of assets
17
Why do we usually model returns and not prices?
13
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
13
Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
12
How to build a mean reverting basket?