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

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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Analysis of Financial Time Series in Stan - Chapter 3 - GARCHs

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Dynamic Linear Models applied to Pairs Trading

Analysis of Financial Time Series in Stan - Chapter 3 - ARCH

Analysis of Financial Time Series in Stan - Chapter 2 - Autoregressive models

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