A framework for historical volatility estimation and analysis.
☆36Jun 14, 2020Updated 5 years ago
Alternatives and similar repositories for HistoricalVolatility
Users that are interested in HistoricalVolatility are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 6 years ago
- An Excel integration of OpenGamma Strata.☆13Sep 19, 2021Updated 4 years ago
- A framework for financial systemic risk valuation and analysis.☆183Jan 5, 2023Updated 3 years ago
- Calculate a stock's historical volatility using Yahoo Finance .CSV file☆11Oct 23, 2015Updated 10 years ago
- Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds,…☆19Feb 26, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆26Mar 8, 2019Updated 7 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- A MATLAB toolbox for exporting publication quality figures☆13Nov 10, 2016Updated 9 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 6 years ago
- Deep Learning using Neural Network Toolbox + Finance Portfolio Selection with MorningStar☆10May 5, 2018Updated 8 years ago
- Notebooks based on financial machine learning.☆16Nov 21, 2022Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Dec 16, 2015Updated 10 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆21Feb 25, 2024Updated 2 years ago
- Functions and scripts associated with the book Microdata and MATLAB (Adams, Clarke, Quinn)☆17Apr 6, 2018Updated 8 years ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆17Sep 2, 2021Updated 4 years ago
- Introduction to Structural VAR models☆12Feb 21, 2020Updated 6 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Jun 24, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Measuring the Market Risk Premium☆18Mar 30, 2026Updated last month
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 7 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Nov 2, 2016Updated 9 years ago
- A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods☆13Oct 19, 2025Updated 6 months ago
- Python code for Bayesian Conditional Cointegration☆18May 28, 2017Updated 8 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆16Mar 21, 2021Updated 5 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆13Feb 11, 2021Updated 5 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Deep Switching State Space Model☆18May 4, 2025Updated last year
- A curated list of investing services and tools, financial data, quantitative research and algorithmic trading☆28Sep 7, 2021Updated 4 years ago
- Fast basic data structures for R☆11Apr 6, 2015Updated 11 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- Module for finding eigenvalues and wavefunctions using spectral methods.☆11Aug 24, 2016Updated 9 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Jan 28, 2021Updated 5 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 8 months ago