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volatility-and-the-equity-risk-premium

volatility-forecasting

https://www.volatility-forecasting.de/

volatility-managed-portfolios-sometimes-it-works

基于Moreira and Muir（2017, JF）构建A股市场的波动率管理组合（Volatility-Managed Portfolios，VMP），并参考Liu et al.（2019, JPM）对VMP进行样本外测试

vpin

Vpin caculation and backtesting

vpin_hft

vqr

Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)

waseda-beamer-slide

A LaTeX beamer theme template for Waseda Univ. students.

waveletcojumps

The code accompanying the Barunik, J. and Fiser, P. (2019): Co-jumping of Treasury Yield Curve Rates, manuscript https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3382841

whu_fintech_workshop

武汉大学金融科技研讨班

wphml-b-factor-prediction

Weighted-Persistent-Homology-based Machine Learning for RNA Flexibility Analysis

wzu-machine-learning-course

温州大学《机器学习》课程资料（代码、课件等）

xbart

xgboost

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow

xtbalance2

Balance panel datasets

xtbreak

Testing and Estimation of structural breaks in Stata

xtdcce2

Estimating Dynamic Common Correlated Effects Models in Stata

ycevo

Non-parametric estimation of the discount rate and yield curve

yield-curve

Welcome to the Monetary Economics and Asset Pricing Module II repository. Here, you will find coursework and assignment materials related to the module. The current assignment, Homework 2, involves analyzing a representative agent economy with one-period and two-period bonds, exploring yield curves, and examining AAA-rated bond yields.

yield-curve-models

Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.

yield_curve_dynamics

A cursory look at the dynamics of zero coupon bond yield curves.

zcapm

zil-t-ms

MATLAB code for Bayesian Markov-Switching Tensor Regression for Time-Varying Networks

ztran

Solution of Dynamic Incomplete Information Models