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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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Were internet related companies at the height of the dot-com bubble really overvalued from a long term persepective?

AMach

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Trading strategy using only binary forecast of price increase or decrease?

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reconstruction of stock price after simulating returns

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Unique risk neutral measure for jumps or incomplete markets for jumps

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modified 2 days ago

4 votes

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How to incorporate momentum in Ornstein Uhlenbeck to capture overshooting in financial markets?

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modified Dec 9 at 10:07

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Should stock prices be modeled as a martingale under the physical measure?

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answered Dec 9 at 6:25

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Is realized volatility autocorrelation due to causal relationships between current realized volatility and future latent volatility?

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answered Dec 9 at 1:36

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Computing Intraday Volatility using mid price

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answered Dec 8 at 21:48

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Single Callable Bond - from Option Price to Z-Spread

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modified Dec 8 at 14:04

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Is alpha vantage api for fundamental data reliable?

James-Stein Shrinkage

Extract yield volatility from bond option prices

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

Financial Interpretation of the Lebesgue-Stieltjes Stochastic Integral

Were internet related companies at the height of the dot-com bubble really overvalued from a long term persepective?

Trading strategy using only binary forecast of price increase or decrease?

reconstruction of stock price after simulating returns

Unique risk neutral measure for jumps or incomplete markets for jumps

How to incorporate momentum in Ornstein Uhlenbeck to capture overshooting in financial markets?

Should stock prices be modeled as a martingale under the physical measure?

Is realized volatility autocorrelation due to causal relationships between current realized volatility and future latent volatility?

Computing Intraday Volatility using mid price

Single Callable Bond - from Option Price to Z-Spread

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