Beliavsky / LLM-chats Star 1 Code Issues Pull requests Links to my LLM chats in finance, econometrics and statistics, and programming finance probability-distribution mathematical-statistics volatility garch laplace-distribution lognormal-distribution stochastic-volatility hyperbolic-distribution chatgpt multivariate-garch Updated Mar 21, 2026 Python
chirindaopensource / how_trade_policy_uncertainty_alters_stock_tbill_relationships Star 0 Code Issues Pull requests End-to-End Python implementation of Lacava's (2026) "Shifting Correlations" research. Features Numba-compiled GJR-GARCH volatility filtering, augmented DCC-X framework with exogenous Trade Policy Uncertainty integration, structural break testing, out-of-sample GMV optimization, and Model Confidence Set validation. python jupyter-notebook econometrics portfolio-optimization quantitative-finance numba asset-pricing risk-management time-series-analysis financial-econometrics model-confidence-set volatility-modeling garch-models multivariate-garch dynamic-conditional-correlation structural-breaks trade-policy-uncertainty correlation-modeling covariance-forecasting safe-haven-assets Updated Mar 29, 2026 Jupyter Notebook
donotdespair / BayesianECCCGARCH Star 0 Code Issues Pull requests Bayesian Estimation and Inference for the ECCC-GARCH Model in R rstats bayesian granger-causality multivariate-garch Updated Aug 25, 2022 TeX