Name | Last modified | Size | Description | |
---|---|---|---|---|
Parent Directory | - | |||
BasicStatistics_R.txt | 2017-09-25 13:13 | 1.3K | ||
Ex1_1_gspc_garch..txt | 2018-10-03 09:26 | 710 | ||
Ex1_1_gspc_garch.wf1 | 2016-09-26 15:34 | 173K | ||
Ex1_6_Granger_R.txt | 2017-09-25 15:12 | 5.5K | ||
Ex1_gspc_garch_R.txt | 2017-09-25 15:13 | 5.6K | ||
Ex1_interest_rates_R.txt | 2017-09-25 15:14 | 2.7K | ||
Ex2_5_LjungBox_R.txt | 2016-10-12 08:48 | 2.8K | ||
Ex2_6_DynDep_R.txt | 2017-10-10 19:16 | 3.4K | ||
Ex2_7_VARselection_R.txt | 2016-10-12 09:18 | 818 | ||
Ex2_8_VARfc_R.txt | 2016-10-12 10:07 | 3.0K | ||
Ex2_R.txt | 2014-07-20 16:58 | 2.2K | ||
Ex3_1_month_daily_VRtest_R.txt | 2018-10-15 12:11 | 5.5K | ||
Ex3_2_DailyVola_R.txt | 2018-10-15 12:20 | 2.7K | ||
Ex3_4_RealVola_msft_R.txt | 2016-10-16 21:38 | 5.0K | ||
Ex4_1_SpurReg_R.txt | 2013-09-13 14:54 | 2.3K | ||
Ex4_3_R.txt | 2018-10-24 10:12 | 5.7K | ||
Ex4_4_Pepper_R.txt | 2017-10-25 11:44 | 2.4K | ||
Ex5_PanelData_R.txt | 2016-11-06 21:18 | 5.3K | ||
Ex_Yahoo_ticker_R.txt | 2012-09-03 01:05 | 897 | ||
FEtrics_Chp1.pdf | 2018-10-03 10:40 | 292K | ||
FEtrics_Chp2.pdf | 2018-10-17 15:14 | 240K | ||
FEtrics_Chp3.pdf | 2018-06-26 14:25 | 207K | ||
FEtrics_Chp4.pdf | 2018-10-17 09:01 | 296K | ||
FEtrics_Chp5.pdf | 2018-10-31 08:56 | 265K | ||
Organisational_Issues_WS18.pdf | 2018-09-27 17:14 | 144K | ||
R_packages_needed.txt | 2017-09-25 13:02 | 744 | ||
ReadFinData_R.txt | 2017-09-25 13:12 | 1.0K | ||
References/ | 2016-10-21 14:13 | - | ||
Test_Final_Q.pdf | 2016-11-07 14:53 | 87K | ||
Test_MidTerm_Q.pdf | 2016-10-18 15:28 | 85K | ||
Tick_MSFT_V1_1c | 2010-10-04 12:14 | 2.3M | ||
WS17/ | 2018-06-26 15:16 | - | ||
aic_sbc_plot_R.txt | 2015-12-17 15:34 | 384 | ||
ccf_R.txt | 2011-09-26 20:13 | 505 | ||
fx_usd_eur.txt | 2016-09-24 12:33 | 17K | ||
mq.R | 2011-09-04 22:47 | 420 | ||
mq_R.txt | 2011-09-26 20:08 | 444 | ||
mq_res_R.txt | 2011-09-26 20:01 | 541 | ||
pepper.WF1 | 2011-10-20 20:18 | 14K | ||
urca.pdf | 2012-08-27 20:34 | 308K | ||
vars_2014.pdf | 2014-07-20 16:30 | 317K | ||