PaulSoderlind / FinancialTheoryMScLinks
Financial Theory Course (MSc, Julia code)
☆67Updated last month
Alternatives and similar repositories for FinancialTheoryMSc
Users that are interested in FinancialTheoryMSc are comparing it to the libraries listed below
Sorting:
- A Julia package for estimating ARMA-GARCH models.☆100Updated this week
- Pull data from Federal Reserve Economic Data (FRED) directly into Julia☆67Updated last year
- Julia Tutorial for Finance and Econometrics Students☆122Updated last month
- A Julia wrapper for the Alpha Vantage API.☆91Updated this week
- Download Notebooks for julia.quantecon.org☆51Updated this week
- Timeseries in Julia☆99Updated last year
- ☆53Updated 2 weeks ago
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆75Updated 2 weeks ago
- Package implementing common state-space routines.☆85Updated 2 months ago
- MIT_18.S097☆125Updated 2 years ago
- A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.☆122Updated last month
- Repository for the Julia package with financial tools for data generation, asset pricing and strategy testing☆40Updated 2 years ago
- Download historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, …☆54Updated last week
- A Julia implementation of basic tools for time series analysis compatible with incomplete data.☆124Updated 11 months ago
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation for Julia.☆55Updated this week
- Lecture source for "Quantitative Economics with Julia"☆59Updated this week
- A fully `Distributions.jl`-compliant copula package☆105Updated 2 weeks ago
- ☆46Updated 2 years ago
- Multistart optimization methods in Julia.☆69Updated 8 months ago
- Economic modeling in Julia☆59Updated 2 months ago
- MarSwitching.jl: Julia package for Markov switching dynamic models☆38Updated last year
- Econometrics in Julia☆78Updated 8 months ago
- High-Performance Agent-Based Macroeconomics Made Easy☆95Updated this week
- Access DBnomics data series from Julia.☆29Updated 3 years ago
- A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.☆68Updated this week
- Pluto notebooks accompanying the book Statistics With Julia (https://statisticswithjulia.org).☆82Updated 2 years ago
- Empirical Finance Course (PhD, Julia code)☆37Updated last year
- Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes☆55Updated 2 years ago
- ☆29Updated 4 years ago
- Composable contracts, models, and functions that allow for modeling of both simple and complex financial instruments☆38Updated 2 months ago