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Cross Validated
Jen Bohold's user avatar
Jen Bohold's user avatar
Jen Bohold's user avatar
Jen Bohold
  • Member for 11 years, 4 months
  • Last seen more than 10 years ago
  • Germany - Frankfurt
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12
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About

Interested in Risk Management, Finance, trading and statistics.

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24
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Top posts
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question
91
Basic question about Fisher Information matrix and relationship to Hessian and standard errors
Aug 22, 2013
question
9
Standard errors of hyperbolic distribution estimates using delta-method?
Aug 8, 2013
answer
9
How to test for simultaneous equality of choosen coefficients in logit or probit model?
May 15, 2013
question
8
Variance-covariance matrix of the parameter estimates wrongly calculated?
Aug 16, 2013
question
7
Difference between "estimated" and "fitted"?
May 17, 2013
question
7
Weak stationarity and ARMA-ARCH/GARCH models?
Nov 30, 2013
question
6
The vcov function cannot be applied?
Aug 16, 2013
answer
6
Variance-covariance matrix of the parameter estimates wrongly calculated?
Aug 16, 2013
question
5
Inducing autocorrelation by fitting the wrong ARMA?
May 15, 2013
question
5
Results of bootstrap reliable?
Aug 10, 2013
Top network posts
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88
Beamer Presentation: Figure has no number?
52
Line break in expression()?
16
Include signature picture in cover letter in moderncv?
15
Radian measure in sin in R?
9
Setting size of the rgl device