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  1. JointYieldMSDNSModeling JointYieldMSDNSModeling Public

    Joint modeling of the nominal and real yield using Markov-Switching Dynamic Nelson-Siegel models

    Python 4

  2. Time-SeriesEfficientReturns Time-SeriesEfficientReturns Public

    Exploiting Inter- and Intadependencies in Industry Portfolios

    MATLAB 2

  3. ElwinKardux ElwinKardux Public

  4. 91902352 91902352 Public

    Python

  5. MasterThesis MasterThesis Public

    Current code for my master thesis