PhD403: Empirical Asset Pricing
This repository contains Julia code for course PhD403 at the Stockholm School of Economics, with emphasis on illustrating applied econometrics in Julia. For help with getting up to speed with Julia, look at the resources section below.
Getting started
The examples are organized in Jupyter notebooks, with some extended code
examples in the src folder.
The notebooks may be viewed in your browser, run interactively online with Binder (click the launch binder button above - may take a while to load), or on your local machine by downloading this repository.
If you have git installed, all you need to do is to run
$ git clone https://github.com/MagnusDahlquist/PhD403.git
To install the required packages used in the examples, run (only needed once)
$ julia install_packages.jl
The notebooks
Each notebook covers a main section with examples, with each subsection containing all the explicit imports and declarations needed to run that specific part.
Resources
Some links to get started with Julia:
Misc.