Associate professor in business analytics.
PhD in economics/finance, MSc in statistics.
Work experience in finance.
Interests: financial econometrics, forecasting, volatility modelling, risk management, model selection and other.
Member for 4 years, 6 months
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Last seen Feb 7 '17 at 11:51
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Top network posts
- 36 Is 50% 100% higher than 25% or is it 25% higher than 25%?
- 35 Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
- 33 Is an overfitted model necessarily useless?
- 25 Correlation between OLS estimators for intercept and slope
- 24 Properties of PCA for dependent observations
- 23 Interpretation of mean absolute scaled error (MASE)
- 23 AIC versus cross validation in time series: the small sample case
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Sep 25 '15