Understanding Financial Time Series Models (Part II): ARCH and Volatility Clustering
Chen Quant Academy Series -- Introducing Quantitative Models in Finance
Read moreChen Quant Center is an independent research platform. I believe sustainable investment returns ultimately arise from improvements in productivity, innovation, and the ability of businesses to satisfy human needs. Through economic reasoning, quantitative analysis, and data-driven research, CQC explores how technology, capital allocation, and market behavior interact to create long-term value. The objective is to understand how value is created, measured, and allocated in financial markets and the real economy.
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View allUnderstanding Financial Time Series Models (Part I): ARMA and Market Dynamics
Chen Quant Academy Series -- Introducing Quantitative Models in Finance
Read moreWhere Did the Money Go?
This article explores several common misconceptions about money flows, market capitalization, and stock prices—and explains why understanding these mechanics can help investors think more clearly about valuation, market movements, and capital allocation.
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