volatility-models
There are 3 repositories under volatility-models topic.
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.
davidmpinho/volatility-models-comparison-thesis
Repository for my Master's thesis comparing volatility models.
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.