Alternatives and similar repositories for MLE-SRISK

Users that are interested in MLE-SRISK are comparing it to the libraries listed below

• Karansamlal / HAR-RV-model

  View on GitHub
  Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (‎2009).
  ☆12Sep 18, 2020Updated 5 years ago
• YalDan / JumpDetectR

  View on GitHub
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Jan 21, 2022Updated 4 years ago
• Marga8 / HDGCvar

  View on GitHub
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆16May 20, 2024Updated last year
• QuantLet / GrangerCausalityTestInQuantile

  View on GitHub
  ☆11Jan 26, 2025Updated last year
• cuiruifei / CopulaFactorModel

  View on GitHub
  Inference for Gaussian copula factor models and its application to causal discovery.
  ☆15Feb 11, 2020Updated 6 years ago
• veniarakelian / copula

  View on GitHub
  [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis
  ☆13May 12, 2020Updated 5 years ago
• coolgan / calculate_ivix

  View on GitHub
  中国波动率指数IVIX（CBOE volatility index）
  ☆25May 25, 2021Updated 4 years ago
• wangys96 / Cross-Quantilogram

  View on GitHub
  A quantile dependent method to calculate the correlation between two series.
  ☆20Oct 5, 2020Updated 5 years ago
• lucabarbaglia / t-VAR

  View on GitHub
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Feb 18, 2021Updated 4 years ago
• coolgan / Quantitative-Finance

  View on GitHub
  Q-quant和因子投资实证汇总
  ☆23Jul 5, 2021Updated 4 years ago
• mrosol / Nonlincausality

  View on GitHub
  Python package for Granger causality test with nonlinear forecasting methods.
  ☆90Mar 12, 2024Updated last year
• JanDitzen / xtbreak

  View on GitHub
  Testing and Estimation of structural breaks in Stata
  ☆24Dec 4, 2025Updated 2 months ago
• lucabarbaglia / FiGASR

  View on GitHub
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆24Mar 6, 2024Updated last year
• tomaskrehlik / frequencyConnectedness

  View on GitHub
  Spectral decomposition of spillover measures
  ☆110Feb 24, 2023Updated 2 years ago
• upathare1 / CoVaR-Conditional-VaR-Project

  View on GitHub
  Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.
  ☆23Nov 14, 2020Updated 5 years ago
• Tinkat / CoVaR

  View on GitHub
  CoVaR estimation via quantile regression
  ☆28Jan 30, 2018Updated 8 years ago
• andrugo / RCoVaRCopula

  View on GitHub
  R Code CoVaR with Copula
  ☆77Sep 26, 2024Updated last year
• carloscinelli / NetworkRiskMeasures

  View on GitHub
  Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
  ☆76Mar 5, 2020Updated 5 years ago
• alexanderlange53 / BEKKs

  View on GitHub
  ☆12Dec 7, 2025Updated 2 months ago
• consose / SentiBigNomics

  View on GitHub
  Lexicon-based Sentiment Analysis for Economic and Financial Applications
  ☆41Mar 29, 2023Updated 2 years ago
• BayerSe / l1qr

  View on GitHub
  Lasso Quantile Regression
  ☆31Jan 12, 2020Updated 6 years ago
• imartinezz / INPACT-S

  View on GitHub
  ☆12Dec 26, 2023Updated 2 years ago
• pig618 / amf_gibs

  View on GitHub
  The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.
  ☆10Dec 12, 2021Updated 4 years ago
• MarieTernes / hierarchical-MFVAR

  View on GitHub
  Sparse regression of mixed-frequency VectorAutoregressions
  ☆10May 11, 2022Updated 3 years ago
• mte00 / TVP-VAR-Estimation-Workshop

  View on GitHub
  TVP VAR Workshop
  ☆15Feb 26, 2020Updated 5 years ago
• KempnerInstitute / llm_uncertainty

  View on GitHub
  Code for the paper "Distinguishing the Knowable from the Unknowable with Language Models"
  ☆11Apr 15, 2024Updated last year
• QuantLet / TENET

  View on GitHub
  TENET: Tail-Event driven NETwork Risk
  ☆49Oct 21, 2025Updated 3 months ago
• XueningZhu / NAR_old

  View on GitHub
  The code for network autoregression model (NAR)
  ☆10May 12, 2016Updated 9 years ago
• nalzok / test-time-label-shift

  View on GitHub
  Test-Time Label-Shift Adaptation
  ☆13May 24, 2023Updated 2 years ago
• dbnomics-stata / dbnomics

  View on GitHub
  Stata client for DB.nomics, the world's economic database
  ☆10Jun 30, 2020Updated 5 years ago
• adavernas / toolbox

  View on GitHub
  Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"
  ☆10Sep 20, 2021Updated 4 years ago
• zoe454 / TVPVAR

  View on GitHub
  I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…
  ☆11Nov 17, 2019Updated 6 years ago
• brianr747 / SFC_models

  View on GitHub
  Stock-Flow Consistent (SFC) models in Python
  ☆41Feb 22, 2022Updated 3 years ago
• xxxspy / baiduIndexDownloader

  View on GitHub
  A Chrome Extension downloader for Baidu search index.
  ☆11Oct 5, 2022Updated 3 years ago
• atticusg / MultiplyQuantifiedData

  View on GitHub
  ☆10Nov 1, 2019Updated 6 years ago
• akhtarshahnawaz / gar-connectedness-a-networks-approach

  View on GitHub
  We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…
  ☆10Jun 8, 2020Updated 5 years ago
• edwardtkim / intangiblevalue

  View on GitHub
  ☆12May 20, 2023Updated 2 years ago
• opasche / EQRN

  View on GitHub
  Extreme Quantile Regression Neural Networks for Conditionnal Risk Assessment
  ☆16Nov 21, 2025Updated 2 months ago
• rawatpranjal / structural-economics

  View on GitHub
  Dynamic Programming and Computational Economics
  ☆13Sep 6, 2023Updated 2 years ago