weijie-chen / Bayesian-Statistics-EconometricsLinks
Bayesian Statistics-Econometrics
☆87Updated last year
Alternatives and similar repositories for Bayesian-Statistics-Econometrics
Users that are interested in Bayesian-Statistics-Econometrics are comparing it to the libraries listed below
Sorting:
- A series of lessons on time series analysis with Python☆73Updated last year
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆43Updated 4 years ago
- Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such …☆124Updated last year
- Python Nowcasting☆131Updated 4 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- ☆76Updated 2 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated 2 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆82Updated 4 years ago
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago
- Affine Term-Structure Models: Theory and Implementation☆13Updated 5 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models☆52Updated 4 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated 3 months ago
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆35Updated 2 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- ☆109Updated 3 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆31Updated 4 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Updated last year
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 6 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Updated 5 years ago
- NYU Tandon lecture slides☆32Updated 4 months ago
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆12Updated 4 years ago
- Replication of https://ssrn.com/abstract=3984925☆50Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Website dedicated to a book on machine learning for factor investing☆235Updated 2 years ago
- Replication of key GARCH model papers☆34Updated 9 years ago