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  • UBS
  • Hoboken, New Jersey

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  1. VBA_Time_Series VBA_Time_Series Public

    Unit root tests, ARIMAX, GARCH models for the time being

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  2. VBA_NumericalToolbox VBA_NumericalToolbox Public

    Numerical functions and procedures for VBA

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  3. VBA_RiskTools VBA_RiskTools Public

    Different tools for Financial risk modeling

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  4. mathematica-garch mathematica-garch Public

    Garch models to be used in Wolfram Mathematica

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  5. VbaGit VbaGit Public

    Forked from brucemcpherson/VbaGit

    VbaGit created by VbaGit automation

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  6. master-thesis-in-Mathematica master-thesis-in-Mathematica Public

    Estimation of liquidity-adjusted VaR using GARCH models

    Mathematica 1