/Practical_Financial_Econometrics_R

R versions of the examples of the examples used in Practical Financial Econometrics by Carol Alexander

Primary LanguageR

Practical_Financial_Econometrics_R

This repository contains R codes for the examples used in Practical Financial Econometrics by Carol Alexander (http://carolalexander.org/market-risk-analysis/mra-volume-ii/). PFE has data and modeling examples in Excel with a few of the more advanced models in EViews.

This repository will primarily contain coding examples of the case studies. For the chapters without a case study, coding examples will still be included.