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https://github.com/majorlift/volatility-modeling-python-datasci
Undergraduate Thesis published by the Seoul National University Department of Economics (2020)
https://github.com/majorlift/volatility-modeling-python-datasci
arima-forecasting data-science data-vizualization financial-engineering garch-model granger-causality jupyter-notebook numpy pandas pyplot python3 regression-models research-paper risk-modelling scipy-stats seaborn statsmodels time-series-analysis value-at-risk volatility-modeling
Last synced: 3 months ago
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Undergraduate Thesis published by the Seoul National University Department of Economics (2020)
- Host: GitHub
- URL: https://github.com/majorlift/volatility-modeling-python-datasci
- Owner: MajorLift
- Created: 2021-08-13T19:23:40.000Z (over 3 years ago)
- Default Branch: master
- Last Pushed: 2023-08-24T05:17:41.000Z (over 1 year ago)
- Last Synced: 2023-08-24T06:34:23.831Z (over 1 year ago)
- Topics: arima-forecasting, data-science, data-vizualization, financial-engineering, garch-model, granger-causality, jupyter-notebook, numpy, pandas, pyplot, python3, regression-models, research-paper, risk-modelling, scipy-stats, seaborn, statsmodels, time-series-analysis, value-at-risk, volatility-modeling
- Language: HTML
- Homepage:
- Size: 4.08 MB
- Stars: 13
- Watchers: 2
- Forks: 1
- Open Issues: 0