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September 2, 2019

R Code for Lewbel, McFadden and Linton (2006)

Gauss Code for Lewbel, McFadden and Linton (2006)

R Code for Stochastic Dominance Test

Gauss for Stochastic Dominance Test

R Code for CrossQuantilogram

R Code for Rydberg and Shephard

R Code for Quantilogram

Gauss Code for Quantilogram

R Code for Polarization

Matlab Code for Multivariate Variance Ratios

R Code for Homothetic Separable

R Code for Periodic

Matlab Code for Elliptical Density

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Data and Code for《The Models and Methods of Financial Econometrics 》

April 23, 2019

Exercise 2 and 3.R

comb_norm_prices.png

F500ProblemSet1CodeQ1.m

F500ProblemSet1CodeQ2.m

F500ProblemSet1CodeQ4.m

getMarketDataViaYahoo.m

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