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1. VECM- VECM- Public

   The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks.

   R 1 1

2. Exact-Likelihood-Estimation-Vs-Conditional-Likelihood-Estimation Exact-Likelihood-Estimation-Vs-Conditional-Likelihood-Estimation Public

   This code demonstrates the difference between exact and conditional likelihood estimation in small sample analysis of monthly log returns of IBM and KO stocks for sample period of 2001-2011 and 132…

   R 1

3. Running-sum-of-square-returns Running-sum-of-square-returns Public

   The code produces Stock price model in a discrete time line and Running sum-of-square returns

   MATLAB 1

4. crude-oil-cointegration crude-oil-cointegration Public

   Test of cointegration in crude oil prices

   R 1

5. Image-compression-with-PCA Image-compression-with-PCA Public

   Principal Component Analysis is the method to find a linear combination of the original variables with maximum variance to extract most information from data.

   R 1

6. Stationarity-tests Stationarity-tests Public

   In the following R code I used packages like "MTS", "urca", "fUnitRoots" to conduct ADF test and Phillips Perron Test on 4-mariate financial data.

   R