Contains financial studies work, including capital markets, corporate finance and other topics.
-
Updated
Aug 1, 2021 - MATLAB
Contains financial studies work, including capital markets, corporate finance and other topics.
This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".
Toolbox for time series modelling
Add a description, image, and links to the volatility-modeling topic page so that developers can more easily learn about it.
To associate your repository with the volatility-modeling topic, visit your repo's landing page and select "manage topics."