Alternatives and similar repositories for mfe-toolbox

Users that are interested in mfe-toolbox are comparing it to the libraries listed below

• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆37Updated 7 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆101Updated 5 years ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆50Updated 6 months ago
• msperlin / MS_Regress-Matlab
  Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models
  ☆51Updated 4 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 9 months ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆90Updated 3 months ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆51Updated 8 months ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆35Updated 9 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆71Updated 2 years ago
• GabauerDavid / ConnectednessApproach
  ☆91Updated 2 months ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆37Updated 2 years ago
• davidjsmith44 / NLP-Fed-Speeches
  Economic Impact of Federal Reserve Speeches and Press Releases
  ☆13Updated 6 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆37Updated 4 years ago
• iangow / wrds_pg
  Code to get data from WRDS to PostgreSQL
  ☆46Updated 6 months ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆20Updated last year
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆25Updated last year
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆56Updated last year
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 4 years ago
• korobilis / DMA_FCI
  MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review
  ☆20Updated 5 years ago
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆17Updated last year
• alexiosg / rmgarch
  Multivariate GARCH Models
  ☆14Updated 4 months ago
• onnokleen / mfGARCH
  An R package for using mixed-frequency GARCH models
  ☆70Updated 2 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆28Updated 3 years ago
• GiulioRossetti94 / PyBondLab
  ☆25Updated 3 months ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆31Updated 2 years ago
• tstockwe / Bayesian_TVPVAR
  Bayesian Estimation of a TVP-VAR Model
  ☆17Updated 6 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years ago
• Karansamlal / HAR-RV-model
  Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (‎2009).
  ☆12Updated 4 years ago