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Pinned

  1. HawkesPyLib HawkesPyLib Public

    Python Package for simulation and estimation of Hawkes processes

    Python 4

  2. PyFinQ PyFinQ Public

    Basic derivative pricing in python.

    Python 3

  3. EmpiricalAssetPricing EmpiricalAssetPricing Public

    GMM estimation of a standard cross sectional asset pricing model

    R 1