franzmohr/bvartools

Functions for Bayesian inference of vector autoregressive and vector error correction models

Language: R - Size: 31.1 MB - Last synced at: 25 days ago - Pushed at: 8 months ago - Stars: 33 - Forks: 11

eshan-kaul/PairsTrading-Crypto

An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portfolios for retail and institutional investors. As prices for cryptocurrencies continue to break previous highs, the race is on for investors to develop a trading strategy that can take advantage of the high volatility and fluctuation that exists in the crypto markets. The pairs trading strategy is an example of a market-neutral strategy that attempts to take advantage of the mean reversion principle to eliminate inefficiencies between two highly correlated assets. In a market that is riddled with inefficiencies, the pairs trading strategy might be a highly effective and lucrative trading stagey for investors in crypto markets.

Language: Jupyter Notebook - Size: 3.26 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 2

rodrigolourencofarinha/2020-Econometrics-Time-Series

Applied paper using VAR and VEC models on the Nielsen cookies dataset. This was the final assignment for the Advanced Econometrics course at the São Paulo School of Economics, Getulio Vargas Foundation, with a focus on time series analysis.

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olesyamba/Time_series

Current repository depicts R usability for time series modeling. Number of scripts represents preprocessing time series, modeling AR, MA, ARIMA with seasonality, ARCH, GARCH, VAR, VECM including statistical testing process and robust check.

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olesyamba/Time_series_nasdaq-project

Time series preprocessing. (G)ARCH, VECM, VAR modeling on stock data.

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ccrodriguez27/A-VECTOR-ERROR-CORRECTION-ANALYSIS-OF-THE-NUMBER-OF-HIV-CASES-IN-THE-PHILIPPINES

Size: 914 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0