Name: Pedro Valls
Type: User
Company: Sao Paulo School of Economics - FGV
Bio: Full Professor of Financial Econometrics at Sao Paulo School of Economics - FGV BRAZIl
Twitter: Pedro_L_Valls
Location: Rua Itapeva 474 room 1006 - CEP:01332-000 Sao Paulo, S.P. Brazil
Blog: https://sites.google.com/site/pedrovallspereira
Pedro Valls's Projects
Introduction to Bayesian Calculations to help the understanding of MCMC and BVAR
Repository for data science book
Scripts from Productivity Tools
ggplot2: elegant graphics for data analysis
Lecture Note and Slides for Modelling Structural Time Series
Machine Learning with R
OxMetrics batch codes for Univariate GARCH Models
Ox Codes for Stamp and G@RCH modules
Config files for my GitHub profile.
qrm
A repository that houses example code, applications and teaching material related to QuantEcon
R codes for Time Series Econometrics
This repository has my lectures notes for univariate volatility models.