Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package

Future prediction with easy VAR model.

Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

Multivariate Time Series Analysis using Financial data in R

R/C++ implementation of Bayes VAR models

La relación a largo plazo y la causalidad entre las exportacioens mineras, la producción industrial y el crecimiento económico en Perú: Un estudio de caso utilizando un modelo VEC

This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.

This code demonstrates the difference between exact and conditional likelihood estimation in small sample analysis of monthly log returns of IBM and KO stocks for sample period of 2001-2011 and 132 observations.

R package for sparse VAR estimation

2019.02.21 우수상 롯데그룹 온라인 쇼핑몰의 온라인 행동데이터를 이용하여 온라인 선호지수 및 주요 상품군별 수요트렌드 예측

1. Algoritmos de clasificación de operaciones financieras / 2. Liquidez (horquillas y profundidad) / 3. Descomposición de horquillas / 4. Modelos basados en series temporales

[R] Statistical analysis of financial data conducted in R

R Package to calculate VaR and ES

documenting my bachelor thesis

Essential techniques to assess financial risks

The code to create the tables and graphs used in the working paper 'Impact of Foreign Ownership of Bonds on Monetary Policy Transmission in Mexico' by Sebin Nidhiri

Ce Travail vise à reproduire les méthodes statistiques utilisées dans un article de recherche qui a exploré l’impact de COVID-19 sur la volatilité de l’indice boursier marocain (MASI).