Ph.D., associate professor with work experience in finance.
Interests: financial econometrics, forecasting, volatility, uncertainty, risk management, model selection and other.
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Top network posts
- 39 Is 50% 100% higher than 25% or is it 25% higher than 25%?
- 39 Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
- 35 Is an overfitted model necessarily useless?
- 30 Interpretation of mean absolute scaled error (MASE)
- 28 AIC versus cross validation in time series: the small sample case
- 28 Can overfitting and underfitting occur simultaneously?
- 27 Correlation between OLS estimators for intercept and slope
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