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 6 years, 9 months
86 profile views
Last seen Apr 20 at 15:22
- Cross Validated 46.6k 46.6k 99 gold badges8282 silver badges197197 bronze badges
- Quantitative Finance 1.5k 1.5k 1111 silver badges2626 bronze badges
- Economics 883 883 55 silver badges1818 bronze badges
- Academia 608 608 66 silver badges1616 bronze badges
- Stack Overflow 377 377 66 silver badges1616 bronze badges
- View network profile
Top network posts
- 39 Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
- 38 Is 50% 100% higher than 25% or is it 25% higher than 25%?
- 35 Is an overfitted model necessarily useless?
- 29 Interpretation of mean absolute scaled error (MASE)
- 27 Correlation between OLS estimators for intercept and slope
- 26 AIC versus cross validation in time series: the small sample case
- 26 What is the oracle property of an estimator?
- View more network posts →