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Cross Validated
Richard Hardy's user avatar
Richard Hardy's user avatar
Richard Hardy's user avatar
Richard Hardy
  • Member for 10 years, 9 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.

Can you answer one of my questions? That would be great!

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Top posts
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44
Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
Apr 23, 2015
41
Is 50% 100% higher than 25% or is it 25% higher than 25%?
Feb 16, 2017
36
Is an overfitted model necessarily useless?
May 11, 2017
35
Interpretation of mean absolute scaled error (MASE)
Nov 17, 2014
35
AIC versus cross validation in time series: the small sample case
Feb 25, 2015
33
Can overfitting and underfitting occur simultaneously?
Sep 21, 2020
32
What is the oracle property of an estimator?
Aug 10, 2016
32
AIC versus Likelihood Ratio Test in Model Variable Selection
Feb 27, 2016
29
Correlation between OLS estimators for intercept and slope
Sep 4, 2015
28
Paradox in model selection (AIC, BIC, to explain or to predict?)
Oct 17, 2015
Top Meta posts
22
8
14
Confusing [moving-average] tag: split into two?
12
Is it acceptable to edit other people's answers to include new information?
12
Fix a typo in [restricted-boltzman-machine] (RBM) tag
11
Suggestions on modeling or forecast techniques - too many possible solutions
10
Let's merge/synonymize `arch` and `garch` tags
Top network posts
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20
Can inflation be negative?
18
Should I disclose gender, race, disabilities etc. in tenure track job applications?
14
Making sense of U.S. assist. prof. salaries: gross vs. net, 9 vs. 12 months
14
Why is GARCH(1,1) so popular, especially in academia?
13
Why are cost functions often assumed to be convex in microeconomics?