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GeorgiosStrat
  • Member for 4 years
  • Last seen more than 1 year ago
Profile Activity
Stats
35
reputation
637
reached
3
answers
4
questions
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6
Posts
86
Posts %
0
Score
4
Posts
57
Posts %
0
Score
3
Posts
43
Posts %
0
Score
3
Posts
43
Posts %
0
Score
2
Posts
29
Posts %
0
Score
1
Posts
14
Posts %
Top posts
All Questions Answers
Score Newest
question
1
Erroneous fomula in `rugarch` package documentation [closed]
Nov 28, 2019
question
1
VaR backtesting: counting the number of rejections
Apr 15, 2020
question
1
Autocorrelation in the squared residuals of Multivariate GARCH models
May 12, 2020
question
0
GO-GARCH using Fast-ICA rmgarch package with MVNORM distribution
Apr 10, 2020
answer
0
DCC GARCH model diagnostics in R
Apr 5, 2020
answer
0
Multivariate GARCH with respect to Value at Risk
May 10, 2020
answer
0
Value at Risk with non-zero mean (RiskMetrics etc.)
May 10, 2020

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