souljourner / FOMC-Statements-Minutes-Scraper
A convenient class for scraping all the existing FOMC meeting statements
☆31Updated last year
Alternatives and similar repositories for FOMC-Statements-Minutes-Scraper:
Users that are interested in FOMC-Statements-Minutes-Scraper are comparing it to the libraries listed below
- An open source library for the extraction of Federal Reserve Data.☆21Updated last year
- ☆28Updated 3 years ago
- Replication of key GARCH model papers☆33Updated 8 years ago
- Replication of momentum strategy☆15Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- ☆23Updated 7 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…☆27Updated 7 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 9 months ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆17Updated 2 years ago
- Multivariate DCC-GARCH model☆15Updated 6 years ago
- This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data int…☆12Updated 3 years ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- ☆37Updated 9 months ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆16Updated 6 months ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆20Updated 6 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆27Updated 3 years ago
- Python modules for time-series analysis and empirical asset pricing.☆16Updated 4 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 6 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆12Updated 6 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆48Updated 6 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- Financial research data services for academics.☆87Updated 3 weeks ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆20Updated 4 years ago
- Pricing the Term Structure with Linear Regressions☆36Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆34Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆38Updated 4 years ago
- ☆17Updated 6 years ago