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Sep 6, 2019 - R
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contagion
Here are 7 public repositories matching this topic...
Collection of code for detection and modeling of jumps (WIP)
finance cryptocurrency econometrics noise quantitative-finance financial-analysis jump volatility microstructure contagion statistical-test r-project
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Dec 10, 2020 - R
Análisis del contagio del COVID-19 en la Comunidad Valenciana durante el Estado de Alarma para la gestión de posibles rebrotes. Junio 2020.
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Oct 1, 2021 - R
Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
finance cryptocurrency econometrics noise quantitative-finance financial-analysis jump volatility microstructure contagion statistical-test r-project
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Jan 21, 2022 - R
Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
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Aug 31, 2023 - R
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
finance cryptocurrency econometrics noise quantitative-finance financial-analysis jump volatility microstructure contagion statistical-test r-project
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Jan 26, 2025 - R
netdiffuseR: Analysis of Diffusion and Contagion Processes on Networks
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Dec 10, 2025 - R
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