GitHub topics: volatility-models
bellajkhalid/API_Xsigma
Advanced Financial Models API with XVA Engine, ZABR/SABR Models, and Interactive Frontend
Language: TypeScript - Size: 694 KB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 0 - Forks: 0
mcf-long-short/statistics-stocks-forecasting
Empirical analysis with financial data (MSFT stock returns) in R, with the goal to produce useful forecasts using univariate, multivariate time series models and volatility models.
Language: R - Size: 823 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 2 - Forks: 2
misacodes/speculative_bubbles_in_ethereum
This repo contains a compiled dataset of Ethereum prices and R code for the detection of speculative bubbles using backward supremum augmented Dickey-Fuller procedure.
Language: R - Size: 92.8 KB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0
