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time-series-econometrics

Here are 3 public repositories matching this topic...

TommasoBelluzzo / SystemicRisk

A framework for financial systemic risk valuation and analysis.

time-series risk-analysis risk-models quantitative-finance network-analysis financial-data financial-analysis financial-markets financial-institutions risk-management time-series-analysis quantitative-analysis time-series-econometrics quantitative-methods systemic-risk

Updated Jan 5, 2023
MATLAB

TommasoBelluzzo / HistoricalVolatility

A framework for historical volatility estimation and analysis.

time-series quantitative-finance financial-data financial-analysis volatility historical-prices financial-markets time-series-analysis quantitative-analysis time-series-econometrics quantitative-methods historical-volatility-estimators

Updated Jun 14, 2020
MATLAB

TommasoBelluzzo / HFMRD

A framework for detecting misreported returns in hedge funds.

time-series quantitative-finance financial-data financial-analysis financial-markets returns anti-fraud time-series-analysis testing-framework quantitative-analysis time-series-econometrics quantitative-methods hedge-funds financial-forensics

Updated Aug 25, 2019
MATLAB

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