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  1. preqin_pe_data preqin_pe_data Public

    Stata 5 4

  2. structural-garch-deploy structural-garch-deploy Public

    Code to estimate Structural GARCH Model (Engle and Siriwardane (2017))

    MATLAB 4 4

  3. arbitrage-spreads-public arbitrage-spreads-public Public

    Stata