jiandong4388 Goto Github PK

adaptivegaussiansumfilter

correlation_matrix

A New Parametrization of Correlation Matrices

cumtb-latex

CUMTB-Latex

dcc-nonscalar-estimation

econ-690-highfrequencyeconometrics

Code and documents from Econ 690 at Duke

econometrics

Econometrics lecture notes with examples using the Julia language

economictracker

Download data from the Opportunity Insights Economic Tracker — https://tracktherecovery.org/

highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and

imgfolder

jiandong4388.github.io

Jiandong

jiandong43881.github.io

Jiandong Wang's Academic page

lasso_time_space

lecture-note

This is a mathmatical lecture note file

lecturenotes

A set of lecture notes from my PhD classes at Boston College

mfe-toolbox

npc

npiv

Replication data and files for Chen and Christensen (2017): "Optimal Sup-norm rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression"

presaddress-sofie2021

Code for the paper "Realized Semi(Co)Variation: Signs that All Volatilities are Not Created Equal"

screening

An R package for efficient variable screening method

sfe-ready

sfe-todo

Quantlets to update for SFE

tabasco

Tabasco MATLAB toolbox provides an easy to use function, tabasco.m, to compute the TABASCO (TApered or BAnded Shrinkage COvariance) estimator. We also include as demo example of its usage,

texsupport.econometricsociety-qe

LaTeX author support files for the Econometric Society journal Quantitative Economics.

time-series

tsrv

This is a R package to estimate the realized volatility

ustc-courses

:heart:**科学技术大学计算机学院课程资源备份，最新的请查看--->

wesselb.github.io

Thoughts on machine learning and other topics

writting

for writting

xiuzezhou.github.io

我的学术主页

yuima

:exclamation: This is a read-only mirror of the CRAN R package repository. yuima — The YUIMA Project Package for SDEs. Homepage: http://www.yuima-project.com