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Oliver B. Linton's blog -
  • Home
  • About me
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research
papers

BANK OF ENGLAND WORKING PAPERS

January 22, 2019

Differentiation of the matrix exponential, Econometric Theory, Problem no. 94.3.2 (1994).
Solution in 95 vol 11.

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code

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

April 23, 2019

RData

Exercise 1.R

Exercise 2 and 3.R

Exercise 4.R

Exercise 6.R

Closing_prices

btcprice.png

comb_norm_prices.png

covmat.png

F500ProblemSet1CodeQ1.m

F500ProblemSet1CodeQ2.m

F500ProblemSet1CodeQ4.m

getMarketDataViaYahoo.m

test.mlx

README.md

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About me

Address:
Faculty of Economics
Austin Robinson Building Sidgwick Avenue Cambridge, CB3 9DD

Tel:
+44 (0) 1223335229

Email:
obl20@cam.ac.uk

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