Alex Dickerson (@Alexander-M-Dickerson)
github

Alexander-M-Dickerson

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  • Stars
    star
    54
  • Global Rank 321,393 (Top 12 %)
  • Followers 36
  • Following 13
  • Registered almost 5 years ago
  • Most used languages
    R
         50.0 %
    Python
         50.0 %
  • Location 🇬🇧 United Kingdom
  • Country Total Rank 22,910
  • Country Ranking
    R
         1,058
    Python
         2,915

Top repositories

1

TRACE-corporate-bond-processing

Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
Python
43
star
2

information-theoretic-sdfs

R Code to extract "information theoretic" SDFs from Asset Pricing Theory
R
3
star
3

ceballos-inflation-volatility-2022-replication

Replication code for Inflation Volatility Risk and the Cross-section of Corporate Bond Returns by Ceballos (2022),
1
star