STATS 531 - Modeling and Analysis of Time Series Data

This page contains files to my projects and course work from STATS 531 (Winter 2020)

Projects

Final Project

Modeling stochastic growth and volality with Heston model on Google log-returns.

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Midterm Project

Estimating Value-at-Risk and Expected Shortfall.

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Homeworks

Homework 1

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Homework 2

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Homework 3

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Homework 4

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Homework 5

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Homework 6

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Homework 8

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