xiaoguozhi / R-programming-with-applications-to-financial-quantitive-analysisLinks
The code for the book 《R programming with applications to financial quantitive analysis》
☆29Updated 7 years ago
Alternatives and similar repositories for R-programming-with-applications-to-financial-quantitive-analysis
Users that are interested in R-programming-with-applications-to-financial-quantitive-analysis are comparing it to the libraries listed below
Sorting:
- a brochure about "Play Econometrics with R"☆140Updated 13 years ago
- Feng Li's Python Course for Statisticians and Economists☆14Updated last year
- Estimation and forecasting of VAR model with the Lasso☆32Updated 2 months ago
- An R package for using mixed-frequency GARCH models☆74Updated last week
- A Chinese document about optimization using R☆28Updated 4 years ago
- R package for mixed frequency time series data analysis.☆80Updated 9 months ago
- R data sets for "Principles of Econometrics" by Hill, Griffiths, and Lim, 4e, Wiley☆43Updated 9 years ago
- Data Envelopment Analysis (DEA) package for R with robust unbiased methods.☆25Updated 2 years ago
- quant, financial data, economic data☆66Updated 5 months ago
- MSGARCH R Package☆82Updated 3 years ago
- GAS models☆35Updated 4 years ago
- 学习笔记-机器学习与经济学☆23Updated 5 years ago
- ☆11Updated 10 years ago
- R Package for Auto Regressive Distributed Lag time series regression.☆17Updated 3 years ago
- R Code CoVaR with Copula☆77Updated last year
- an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.☆22Updated 7 months ago
- Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.☆76Updated 5 years ago
- R interface for stats.gov.cn☆20Updated 3 years ago
- Time Series Modelling☆24Updated 5 months ago
- The asymptotic normal distribution properties☆15Updated 7 years ago
- The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…☆24Updated 11 months ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆26Updated 7 years ago
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆45Updated 5 years ago
- Shenzhen Winter Camp 2018☆28Updated 7 years ago
- Template for creating Chinese beamer & PDF on Windows☆38Updated 7 years ago
- R/C++ implementation of Bayes VAR models☆21Updated 6 years ago
- Information Value CRAN Pkg: Performance Analysis and companion functions that aid binary classification models like that of logistic regr…☆17Updated 4 years ago
- International Trade Network Analysis in R. This package can clean and transform international trade data from WITS (http://wits.worldbank…☆55Updated 3 months ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Updated 5 years ago
- ☆18Updated 7 years ago