GitHub - QuantLet/Stat_fin_markets: SAS, R and Python codes for Statistics of Financial Markets.

QuantLet / Stat_fin_markets Public

forked from danpele/Stat_fin_markets

SAS, R and Python codes for Statistics of Financial Markets.

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Name		Name	Last commit message	Last commit date
Latest commit History 431 Commits
.ipynb_checkpoints		.ipynb_checkpoints
SFM_BSbm		SFM_BSbm
SFM_BSprices		SFM_BSprices
SFM_Backtesting_VaR		SFM_Backtesting_VaR
SFM_Block_maxima_GEV		SFM_Block_maxima_GEV
SFM_DW_anomaly		SFM_DW_anomaly
SFM_EMH_Tests		SFM_EMH_Tests
SFM_ES_Pareto		SFM_ES_Pareto
SFM_ES_Stable		SFM_ES_Stable
SFM_Est_CIR		SFM_Est_CIR
SFM_Est_Vasicek		SFM_Est_Vasicek
SFM_Ext_events		SFM_Ext_events
SFM_Ext_ret		SFM_Ext_ret
SFM_Extreme_Events		SFM_Extreme_Events
SFM_FBMplot		SFM_FBMplot
SFM_GEV_Distribution		SFM_GEV_Distribution
SFM_GPD_VaR		SFM_GPD_VaR
SFM_Gen_Pareto		SFM_Gen_Pareto
SFM_Hurst		SFM_Hurst
SFM_Implied_vola		SFM_Implied_vola
SFM_LPPL_BTC		SFM_LPPL_BTC
SFM_LPPL_CRIX		SFM_LPPL_CRIX
SFM_LogNormal		SFM_LogNormal
SFM_MND		SFM_MND
SFM_Metcalfe		SFM_Metcalfe
SFM_Month_effect		SFM_Month_effect
SFM_Pareto_Tail		SFM_Pareto_Tail
SFM_Quant_fin		SFM_Quant_fin
SFM_Random_walk		SFM_Random_walk
SFM_Rolling_GARCH		SFM_Rolling_GARCH
SFM_Rolling_VaR		SFM_Rolling_VaR
SFM_SP500		SFM_SP500
SFM_Sim_CIR		SFM_Sim_CIR
SFM_Sim_Pareto		SFM_Sim_Pareto
SFM_Sim_Pareto_like		SFM_Sim_Pareto_like
SFM_TE_ES		SFM_TE_ES
SFM_VaR		SFM_VaR
SFM_Week_effect_bitcoin		SFM_Week_effect_bitcoin
SFM_Wiener_process		SFM_Wiener_process
SFM_Wienerdens		SFM_Wienerdens
SFM_Year_effect_bitcoin		SFM_Year_effect_bitcoin
SFM_excess_losses		SFM_excess_losses
SFM_gamma		SFM_gamma
SFM_returns		SFM_returns
SFM_theta		SFM_theta
SFM_vanna		SFM_vanna
SFM_vega		SFM_vega
Get Yahoo Finance data.ipynb		Get Yahoo Finance data.ipynb
SFM_Pareto_tail.ipynb		SFM_Pareto_tail.ipynb
_config.yml		_config.yml
index.jpg		index.jpg