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Popular repositories

  1. FiGASR FiGASR Public

    Lexicon-based Sentiment Analysis for Economic and Financial Applications in R

    Python 18 6

  2. t-VAR t-VAR Public

    Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatility Spillovers in Commodity Markets: A Large t-Vector AutoRegr…

    R 17 10

  3. MultiHorizonSPA MultiHorizonSPA Public

    Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)

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  4. lucabarbaglia.github.io lucabarbaglia.github.io Public

    Luca Barbaglia's personal website

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