Simulation of stochastic scenarios for debt

Lista de pacotes de R para acesso a dados brasileiros

R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R

R code for Time Series Analysis and Its Applications, Ed 4

Code for "Methodological Uncertainty in Portfolio Sorts".

Nowcasting

Due to the absence of Fama-French factors for the Brazilian market, this repository aims to provide an open database for comprehensive analysis of assets and portfolios in the Brazilian financial …

🌊 Write CSS in R

🤹 Shiny tips & tricks for improving your apps and solving common problems

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

S7: a new OO system for R

Instrumented Principal Components Analysis

R function to perform the Toda-Yamamoto causality test

This is a mirror of the CRAN R package repository. fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes. https://CRAN.R-project.org/package=fDMA

Bayesian Macroeconometrics in R

Analysis of the Primiceri (REStud, 2005) model

statespacer: State Space Modelling in R

Time Series Modelling

R Package for Bootstrap Unit Root Tests

Codes for for Bayesian Local Projections & Bayesian Direct Forecasts

A bunch of downloaders and parsers for data delivered from B3

R data package for "Basic Econometrics 5ed" by Damodar N. Gujarati and Dawn C. Porter

Prototype UI for Shiny Apps

Dynamic Factor Models for R

Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

Univariate GARCH models in R

An R Package for testing the Efficient Market Hypothesis