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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."
This is a data analysis project that demonstrates the student's ability to use python data analysis libraries such as pandas, numpy and pyplot in matplotlib to investigate a dataset and answer specific questions from the dataset, thus demonstrating skills in data cleaning, data wrangling, and exploratory data analysis.