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alostado

Alex Lostado

Recently Published

GME's Tail
A very shallow look into the tail behavior of GME returns. A comparison of models before and after the "shock".
Spain GDP via EVT
An analysis of the recent quarterly GDP figures in Spain using Extreme Value Theory (EVT).
Coin Toss Riddle posed by Michael Harris
I use Markov chains to solve Michael Harris's coin toss riddle.