#Time-series-econometrics

TommasoBelluzzo

SystemicRisk

A framework for financial systemic risk valuation and analysis.

TommasoBelluzzo

HistoricalVolatility

A framework for historical volatility estimation and analysis.

felixpatzelt

priceprop

Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

TommasoBelluzzo

HFMRD

A framework for detecting misreported returns in hedge funds.