faisalnawazmir/Econometrics-ML_for_Finance

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faisalnawazmir/Econometrics-ML_for_Finance

faisalnawazmir

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This repository is based on the code of python and stata for econometrics lectures of Chris brooks and other renowned econometrics' text.

CoVaR-Code

Copula-Toolbox

Copula toolbox based on Patton's handbook toolbox was revised by Jincheng Gong. Now, it is suitable for Matlab R2022a. But I don't know whether the old version can be used to process this toolbox. I recommond the users to install the latest version of Matlab.

CoVaR-Copula

CoVaR-Copula1

Python_Lectures

Jupyter Notebook