var
Here are 16 public repositories matching this topic...
R package for sparse VAR estimation
-
Updated
Apr 17, 2021 - R
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
-
Updated
Apr 27, 2018 - R
Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package
-
Updated
Nov 25, 2015 - R
Multivariate Time Series Analysis using Financial data in R
-
Updated
May 6, 2018 - R
[R] Statistical analysis of financial data conducted in R
-
Updated
Jan 31, 2022 - R
This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.
-
Updated
Mar 20, 2021 - R
La relación a largo plazo y la causalidad entre las exportacioens mineras, la producción industrial y el crecimiento económico en Perú: Un estudio de caso utilizando un modelo VEC
-
Updated
Feb 15, 2020 - R
1. Algoritmos de clasificación de operaciones financieras / 2. Liquidez (horquillas y profundidad) / 3. Descomposición de horquillas / 4. Modelos basados en series temporales
-
Updated
Jul 5, 2021 - R
2019.02.21 우수상 롯데그룹 온라인 쇼핑몰의 온라인 행동데이터를 이용하여 온라인 선호지수 및 주요 상품군별 수요트렌드 예측
-
Updated
Apr 29, 2021 - R
This code demonstrates the difference between exact and conditional likelihood estimation in small sample analysis of monthly log returns of IBM and KO stocks for sample period of 2001-2011 and 132 observations.
-
Updated
Mar 20, 2021 - R
Ce Travail vise à reproduire les méthodes statistiques utilisées dans un article de recherche qui a exploré l’impact de COVID-19 sur la volatilité de l’indice boursier marocain (MASI).
-
Updated
Jun 25, 2023 - R
Essential techniques to assess financial risks
-
Updated
Aug 14, 2024 - R
documenting my bachelor thesis
-
Updated
Aug 11, 2022 - R
Improve this page
Add a description, image, and links to the var topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the var topic, visit your repo's landing page and select "manage topics."