Top Network Posts
- 11How to build a mean reverting basket?
- 10Is a linear combination of GARCH processes also a GARCH process?
- 10PCA model selection using AIC
- 10Can I use the Cholesky-method for generating correlated random variables with given mean?
- 9Discrete returns versus log returns of assets
- 9Is there a closed-form solution for the partial autocorrelation function of a Markov regime-switching process?
- 8Understanding the map in The Force Awakens
- View more network posts →