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skoestlmeier
  • Member for 7 years
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About

I am a Research Associate and Ph.D. student in Finance at the Chair of Business Administration - Financial Services, University of Regensburg. My research interest is empirical asset pricing and macro-finance. I use R for my research projects.

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Top posts
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6
How were statistical distributions discovered?
Aug 10, 2018
question
5
Why does the OLS-intercept not just "de-mean" the residuals of the same model without intercept?
Mar 2, 2019
question
4
Standard error of estimated covariance
Nov 12, 2020
question
3
How to normalize data between 0 and 1?
Dec 4, 2018
question
3
Hows does coefficient $b_1$ change when estimating $b_1 x_1+b_2 x_2+b_3 x_3$ instead of $b_1 x_1+b_2 x_2$
Jul 26, 2022
question
2
Compare RMSE for the same model but varying sample size
Jul 20, 2020
question
2
Time scaling of AR(1) process for modelling financial returns
Aug 14
question
0
Book request on Generalized Method of Moments [closed]
Dec 24, 2017
Top network posts
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15
Rationale of Fama Macbeth procedure
11
Maximum Sharpe portfolio (no short selling restrictions)
10
Momentum - Statistical Argument
9
Unexplained economic puzzles?
9
Interpreting the coefficients of Fama-MacBeth regression