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simonhetland/README.md
  • 👋 Hi, I’m @simonhetland
  • 👀 I’m interested in econometrics, macroeconomics and finance

Popular repositories Loading

  1. EigenARCH_paper_replication EigenARCH_paper_replication Public

    Replication material for the paper "Dynamic Conditional Eigenvalue GARCH" by Hetland, Pedersen and Rahbek (2021)

    MATLAB 1 2

  2. Spectral-Targeting-Estimator-Matlab Spectral-Targeting-Estimator-Matlab Public

    This repository contain the code necessary to compute the standard errors for the Spectral Targeting estimator of the EigenGARCH model as presented in Hetland (2020).

    MATLAB 1

  3. Spectral-Targeting-Estimator-Python Spectral-Targeting-Estimator-Python Public

    This repository contain the code necessary to compute the standard errors for the Spectral Targeting estimator of the EigenGARCH model as presented in Hetland (2020).

    Jupyter Notebook

  4. simonhetland simonhetland Public

    Config files for my GitHub profile.