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Zhen Ye
Recently Published
Figure 3: Replication of Mullainathan and Spiess JEP
R code courtesy of Melvyn Weeks, Cambridge University for the replication of: Mullainathan, S. and Spiess, J., 2017. Machine learning: an applied econometric approach. Journal of Economic Perspectives, 31(2), pp.87-106.
Figure 2: Replication of Mullainathan and Spiess JEP 2017
R code courtesy of Melvyn Weeks, Cambridge University for the replication of: Mullainathan, S. and Spiess, J., 2017. Machine learning: an applied econometric approach. Journal of Economic Perspectives, 31(2), pp.87-106.
Figure 1: Replication of Mullainathan and Spiess JEP 2017
R code courtesy of Melvyn Weeks, Cambridge University for the replication of: Mullainathan, S. and Spiess, J., 2017. Machine learning: an applied econometric approach. Journal of Economic Perspectives, 31(2), pp.87-106.
First Republic Bank Crash
Daily log return
Multivariate Garch (1999-2023)
MGarch using R (APPL + AMZN)
