lzhmw123

Pinned Repositories

DCC-GARCH
DCC GARCH modeling in Python
Language:Python00
Information-Shares-Model
Estimate the price discovery mechanism in two related assets (markets) using the Information Shares Model
Language:Jupyter Notebook0 0 00
KMV
KMV model by R
Language:R00

lzhmw123's Repositories

lzhmw123/DCC-GARCH
DCC GARCH modeling in Python
Language:Python00
lzhmw123/Information-Shares-Model
Estimate the price discovery mechanism in two related assets (markets) using the Information Shares Model
Language:Jupyter Notebook0 0 00
lzhmw123/KMV
KMV model by R
Language:R00