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Popular repositories Loading

  1. CRIX CRIX Public

    Quantlets for the CRIX project

    R 3 3

  2. CCS CCS Public

    The Cross-Section of Crypto-Currencies as Financial Asset

    R 3 3

  3. LIBRO LIBRO Public

    Quantlets for the project "Investing with cryptocurrencies - A LIquidity Bounded Risk-return Optimization approach"

    R 3 4

  4. NetVAR NetVAR Public

    A R package to fit VAR type models developed for data exhibiting network structures

    R 3

  5. SGNAR SGNAR Public

    This repository contains the code which implements the algorithm for the SGNAR model introduced in the paper "Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Networ…

    R 1 1

  6. IC IC Public

    Quantlets for the Information Criteria talk in Metis

    R 2