vector-error-correction-model
There are 0 repository under vector-error-correction-model topic.
franzmohr / bvartools
Functions for Bayesian inference of vector autoregressive and vector error correction models
Language:R 29eshan-kaul / PairsTrading-Crypto
An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portfolios for retail and institutional investors. As prices for cryptocurrencies continue to break previous highs, the race is on for investors to develop a trading strategy that can take advantage of the high volatility and fluctuation that exists in the crypto markets. The pairs trading strategy is an example of a market-neutral strategy that attempts to take advantage of the mean reversion principle to eliminate inefficiencies between two highly correlated assets. In a market that is riddled with inefficiencies, the pairs trading strategy might be a highly effective and lucrative trading stagey for investors in crypto markets.
Language:Jupyter Notebook 9olesyamba / Time_series
Current repository depicts R usability for time series modeling. Number of scripts represents preprocessing time series, modeling AR, MA, ARIMA with seasonality, ARCH, GARCH, VAR, VECM including statistical testing process and robust check.
Language:R 1- 0
- Time_series_nasdaq-project
Time series preprocessing. (G)ARCH, VECM, VAR modeling on stock data.
Language:R 0
