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  1. Time-Series-Analysis-in-R Time-Series-Analysis-in-R Public

    Univariate Time Series Modeling (ARMA, ARIMA, ARFIMA), Volatility Modeling and Forecasting (Rolling Window), Value at Risk (VaR) Forecasting and Backtesting

    R 10 1

  2. Value-at-Risk-VaR-Modeling-in-Python Value-at-Risk-VaR-Modeling-in-Python Public

    Volatility and Value at Risk Modeling (Fixed and Expanding window approach) in Python

    Jupyter Notebook 5

  3. Volatility-Forecast-in-R Volatility-Forecast-in-R Public

    Volatility Modeling and Volatility Forecast evaluation in R

    R 3 1

  4. R-project R-project Public

    R class project Tehran University

    R 3 3

  5. Univariate-Time-Series-Modeling-in-R Univariate-Time-Series-Modeling-in-R Public

    Modeling-Financial-Time-Series-with-R-Chapter 2- Univariate Time Series: including AR, MA, ARMA, ARIMA, ARFIMA, Unit Root Test, and univariate time series forecasting

    R 2 1

  6. Mehrdad.Heyrani Mehrdad.Heyrani Public

    1