Repo to store homework and research code for ECON 525: Advance Financial Economics in the Quantitative Financial Economics program at UNC-Chapel Hill
- Section 1: Explore
- Acquiring and handling financial data
- Section 2: Explain
- Factor Models
- Market Microstructure
- Market Efficiency
- Section 3: Forecast
- Univariate time series methods via ARIMA and Machine Learning
- Multivariate models
- Fixed Income and Currencies
- Section 4: Allocate
- Constrained Markowitz-style
- Bayesian methods
- Section 5: Protect
- Risk Measurement
- Risk Management