Anyone want to look at an #rstats program where browser() causes syntax error?
Anyone want to look at an #rstats program where browser() causes syntax error?
View ArticleRT @cmprsk: RT hmm, that pairs method in #rstats sure is useful for...
RT @cmprsk: RT hmm, that pairs method in #rstats sure is useful for visualization http://t.co/R38M4JH http://bit.ly/lo6q8T
View Articlehedgefundfocus: Hopefully this one will work! Risk Measures for Hedge Funds:...
hedgefundfocus: Hopefully this one will work! Risk Measures for Hedge Funds: A Cross-Sectional Approach - http://bit.ly/kEWpxg
View Articlemoneyscience: Hopefully this one will work! Risk Measures for Hedge Funds: A...
moneyscience: Hopefully this one will work! Risk Measures for Hedge Funds: A Cross-Sectional Approach - http://bit.ly/kEWpxg
View ArticleHopefully this one will work! Risk Measures for Hedge Funds: A...
Risk_Mgmt: Hopefully this one will work! Risk Measures for Hedge Funds: A Cross-Sectional Approach - http://bit.ly/kEWpxg
View ArticleHopefully this one will work! Risk Measures for Hedge Funds: A...
moneyscience: Hopefully this one will work! Risk Measures for Hedge Funds: A Cross-Sectional Approach - http://bit.ly/kEWpxg
View ArticleRT @modnostics: Opani (@TheOpanis), cloudnumbers (@cloudnumberscom), and...
RT @modnostics: Opani (@TheOpanis), cloudnumbers (@cloudnumberscom), and crdata, oh my! All these people to make my #hpc #rstats on #ec2 much happier.
View Articlemoneyscience: RT @AbnormalReturns: Sunday links: put-call predictions...
moneyscience: RT @AbnormalReturns: Sunday links: put-call predictions http://bit.ly/jrTyy9
View Articlehedgefundfocus: You can see all these papers and more in the the MoneyScience...
hedgefundfocus: You can see all these papers and more in the the MoneyScience Hedge Fund Research Library: http://bit.ly/lbbKi1
View Articlemoneyscience: You can see all these papers and more in the the MoneyScience...
moneyscience: You can see all these papers and more in the the MoneyScience Hedge Fund Research Library: http://bit.ly/lbbKi1
View ArticleRT @AbnormalReturns: Sunday links: put-call predictions http://bit.ly/jrTyy9
moneyscience: RT @AbnormalReturns: Sunday links: put-call predictions http://bit.ly/jrTyy9
View ArticleYou can see all these papers and more in the the MoneyScience Hedge Fund...
moneyscience: You can see all these papers and more in the the MoneyScience Hedge Fund Research Library: http://bit.ly/lbbKi1
View ArticleHigh frequency trading talent at a premium http://bit.ly/j0jRSe
High frequency trading talent at a premium http://bit.ly/j0jRSe
View ArticleHigh frequency trading talent at a premium http://bit.ly/j0jRSe
High frequency trading talent at a premium http://bit.ly/j0jRSe
View ArticleHigh frequency trading talent at a premium http://bit.ly/j0jRSe
High frequency trading talent at a premium http://bit.ly/j0jRSe
View ArticleData Snooping and Market-Timing Rule Performance
We reassess the performance of market-timing rules when controlling for data-snooping biases. For the first time, a comprehensive set of simple and complex market-timing rules is examined and tested...
View ArticleInference in Infinite Superpositions of Non-Gaussian Ornstein-Uhlenbeck...
This paper describes a Bayesian nonparametric approach to volatility estimation. Volatility is assumed to follow a superposition of an infinite number of Ornstein–Uhlenbeck processes driven by a...
View ArticleIntra-daily Volume Modeling and Prediction for Algorithmic Trading
The explosion of algorithmic trading has been one of the most pro-minent recent trends in the financial industry. Algorithmic trading consists of automated trading strategies that attempt to minimize...
View ArticleAsymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach
This paper extends the stochastic conditional duration model first proposed by Bauwens and Veredas (2004) by imposing mixtures of bivariate normal distributions on the innovations of the observation...
View ArticleLong-Term Skewness and Systemic Risk
Financial risk management has generally focused on short-term risks rather than long-term risks, and arguably this was an important component of the recent financial crisis. Econometric approaches to...
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