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 4 years, 4 months
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Last seen Jan 31 '18 at 15:18
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- 39 Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
- 38 Is 50% 100% higher than 25% or is it 25% higher than 25%?
- 34 Is an overfitted model necessarily useless?
- 26 Interpretation of mean absolute scaled error (MASE)
- 26 Correlation between OLS estimators for intercept and slope
- 24 AIC versus cross validation in time series: the small sample case
- 24 Can overfitting and underfitting occur simultaneously?
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Jun 20 '17