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Fundamental factor models: what to move to the LHS

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Log-Return Distribution Assumptions in VaR and CVaR Calculation Using Monte Carlo Simulation with the Heston Model

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Decomposing Co-variance of Two Assets Terminal Prices into Forward measures

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GARCH(1,1)-M MLE optimization with fmincon in R

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Using bid and ask prices with VectorBT library

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Credit loss data (discounted)

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Skew spot relationship

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how to choose a price adjustment, a roll date and a data center for my trading strategy?

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How to define robust alert thresholds for non-stationary risk scores?

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Is alpha vantage api for fundamental data reliable?

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James-Stein Shrinkage

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Extract yield volatility from bond option prices

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Linear regression on portfolio return (to estimate asset class/factor returns)

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Financial Interpretation of the Lebesgue-Stieltjes Stochastic Integral

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