Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."
- Updated
Jan 15, 2025 - HTML
Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."
🚀 A comprehensive project analyzing Big Tech stock prices using time series analysis, volatility modeling, and macroeconomic indicators. Featuring interactive dashboards and automated reporting! 📈💼
📈 Optimize portfolio risk management and options pricing with a high-performance platform featuring Python bindings and an interactive web dashboard.
advanced options volatility trading terminal real-time analysis
Códigos feitos no curso Análise de séries temporais financeiras usando o R, UFSCAR, 2023.
Django app frontend for spilloverlab.com site.
Presentación de la Comunicación Oral del LII Coloquio Argentino de Estadística de la Sociedad Argentina de Estadística
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