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Richard Hardy's user avatar
Richard Hardy's user avatar
Richard Hardy's user avatar
Richard Hardy
  • Member for 8 years, 4 months
  • Last seen this week
  • Europe
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About

Ph.D., associate professor with work experience in finance.

Interests: financial econometrics, forecasting, volatility, uncertainty, risk management, model selection and other.

I use R.

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Top posts
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14
Why is GARCH(1,1) so popular, especially in academia?
Aug 14, 2016
9
Asset pricing textbooks
Jun 8, 2020
6
Clustered vs. GMM-based standard errors: which ones to use in asset pricing?
Jan 31, 2023
6
Why not use a time series regression when the factor is not a return?
Jun 8, 2023
6
CAPM yields very poor fit (low R-squared). Is that normal?
Jan 26, 2023
6
Interpretation and intuition behind half-life of a mean reverting process
Jan 10
5
GARCH on returns or on log-returns?
Jul 1, 2023
5
What is the mathematical difference between Mean-Variance Optimization and CAPM?
Jan 17
5
Testing asset pricing models with Roll's critique in mind
Jun 1, 2023
5
Is a linear combination of GARCH processes also a GARCH process?
Sep 7, 2016
Top Meta posts
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Current tag synonym candidates
3
Migrating threads to Cross Validated
3
Should statistics-heavy questions be directed to Cross Validated?
Top network posts
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43
Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
41
Is 50% 100% higher than 25% or is it 25% higher than 25%?
36
Is an overfitted model necessarily useless?
35
Interpretation of mean absolute scaled error (MASE)
33
AIC versus cross validation in time series: the small sample case