TommasoBelluzzo / SystemicRiskLinks
A framework for financial systemic risk valuation and analysis.
☆177Updated 2 years ago
Alternatives and similar repositories for SystemicRisk
Users that are interested in SystemicRisk are comparing it to the libraries listed below
Sorting:
- Financial research data services for academics.☆98Updated 3 months ago
- Calculate U.S. equity (portfolio) characteristics☆105Updated last year
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- https://arxiv.org/abs/1805.01104☆121Updated 5 years ago
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago
- Replication of momentum strategy☆19Updated 3 years ago
- ☆109Updated 4 years ago
- Python Nowcasting☆130Updated 4 years ago
- DCC-GARCH(1,1) for multivariate normal distribution.☆62Updated 2 years ago
- ☆78Updated 3 years ago
- ☆55Updated 4 months ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆41Updated last week
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated 2 years ago
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆44Updated 4 years ago
- ☆52Updated 2 months ago
- Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)☆67Updated 4 years ago
- Composite Indicators Framework for Business Cycle Analysis☆63Updated 3 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆67Updated 2 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Empirical Data and Some Simulation Codes☆107Updated 6 years ago
- My replication of financial papers.☆20Updated 7 years ago
- An open source library for the extraction of Federal Reserve Data.☆23Updated 2 years ago
- code for turning data sets into trading strategies☆38Updated 2 weeks ago
- DCC GARCH modeling in Python☆101Updated 5 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆348Updated 9 months ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Nowcasting☆225Updated 6 years ago