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Top Questions
8
votes
Does GARCH derived variance explain the autocorrelation in a time series?
garch
simulations
auto-correlation
asked Apr 21, 2014 at 18:49
quant.stackexchange.com
6
votes
When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
monte-carlo
simulations
risk-neutral-measure
asked May 23, 2014 at 9:52
quant.stackexchange.com
Top Answers
8
Are the sin, cos, tan functions used in some financial calculations?
quant.stackexchange.com
8
What is PCA and how does it relate to eigenvectors and eigenvalues?
quant.stackexchange.com
6
GARCH(1,1) good fit found, how to predict one day volatility ahead?
quant.stackexchange.com
5
GARCH model and prediction
quant.stackexchange.com
5
BInary Option implied volaltility
quant.stackexchange.com
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