Alternatives and similar repositories for Quantile

Users that are interested in Quantile are comparing it to the libraries listed below

• QingTianLuo / 2022-statistical-modeling
  本项目主要是对2008年1月1日-2021年12月31日我国1343家非金融企业的系统性风险进行测度并对风险传染机制进行分析，其主要内容包含以下两个部分：（1）基于DCC-GARCH模型的系统性风险（MES）测度，（2）复杂网络的抗毁性分析
  ☆15Updated 3 years ago
• cattwong / TVP-VAR-DY-Model-Time-Varying-Correlation-and-Risk-Spillover-Effects-Study
  Shanghai Crude Oil Futures and Stock Market: Time-Varying Correlation and Risk Spillover Effects Study Research Based on the TVP-VAR-DY M…
  ☆27Updated last year
• upathare1 / CoVaR-Conditional-VaR-Project
  Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.
  ☆21Updated 4 years ago
• rhameysayed / Spillovers-and-Connectedness
  ☆21Updated 2 years ago
• GabauerDavid / ConnectednessApproach
  ☆101Updated 7 months ago
• lei940324 / econometrics
  陈强高级计量经济学笔记，使用python、matlab实现各模型估计
  ☆133Updated 5 years ago
• Jincheng-Gong / TVP-VAR-SV
  I revised the TVP-VAR-SV model developed by Nakajima(2011), which adapted with Matlab R2022a now.
  ☆14Updated 3 years ago
• xiaodongzi / covar
  系统性风险指标计算
  ☆10Updated 5 years ago
• andrugo / RCoVaRCopula
  R Code CoVaR with Copula
  ☆76Updated last year
• kevindaffaarr / pySpillovers
  Volatility Spillovers based on Diebold and Yilmaz 2012
  ☆17Updated 3 years ago
• 18939739359 / copula-dcc-garch
  dynamic copula dcc garch estimate bank systematic risk
  ☆18Updated 3 years ago
• oa36 / Systemic-Risk
  Systemic Risk - CoVaR
  ☆13Updated 5 years ago
• fawdywahyu18 / TVP_FAVAR_Kalman_Filter
  Estimating and Forecasting Macroeconomics Variable Using Time Varying Parameters (TVP) Factor Augmented Vector Autoregression (FAVAR)
  ☆13Updated 5 months ago
• tstockwe / Bayesian_TVPVAR
  Bayesian Estimation of a TVP-VAR Model
  ☆18Updated 7 years ago
• wangys96 / Cross-Quantilogram
  A quantile dependent method to calculate the correlation between two series.
  ☆20Updated 5 years ago
• tomaskrehlik / frequencyConnectedness
  Spectral decomposition of spillover measures
  ☆109Updated 2 years ago
• ChuangWan / MVMQ-CAViaR
  The asymptotic normal distribution properties
  ☆15Updated 7 years ago
• Buczman / CaviaR
  R code for CAViaR model
  ☆29Updated 3 years ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆31Updated 3 years ago
• wurmen / DEA
  Data Envelopment Analysis 資料包絡分析
  ☆106Updated 7 years ago
• lyx66 / Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package-
  A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS…
  ☆18Updated last year
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆27Updated 3 years ago
• QuantLet / TENET
  TENET: Tail-Event driven NETwork Risk
  ☆47Updated 8 months ago
• JasonZhang2333 / GarchMidas
  R package for GARCH-MIDAS
  ☆34Updated 5 years ago
• wenddymacro / Modern_DID
  ☆13Updated 2 months ago
• ksecology / FixedEffectModel
  Fixedeffectmodel: panel data modeling in Python
  ☆79Updated 3 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆20Updated last year
• Tinkat / CoVaR
  CoVaR estimation via quantile regression
  ☆27Updated 7 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆131Updated 4 years ago
• hiDaDeng / DaDengAndHisPython
  【微信公众号：大邓和他的python】, Python语法快速入门https://www.bilibili.com/video/av44384851 Python网络爬虫快速入门https://www.bilibili.com/video/av72010301…
  ☆100Updated 3 years ago