Posts

Analysis of Financial Time Series in Stan - Chapter 10 - Multivariate Volatility Models and Their Applications

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Analysis of Financial Time Series in Stan - Chapter 9 - Principal Component Analysis and Factor Models

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Analysis of Financial Time Series in Stan - Chapter 8 - Multivariate Time Series Analysis and Its Applications

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Analysis of Financial Time Series in Stan - Chapter 7 - Extreme Values, Quantiles, and Value at Risk

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Analysis of Financial Time Series in Stan - Chapter 5 - High-Frequency Data Analysis and Market Microstructure

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Analysis of Financial Time Series in Stan - Chapter 4 - Nonlinear Models

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