Franco Marcelo Taipe Silvestre
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Submitted
Augmented Dickey-Fuller GLS
Augmented Dickey-Fuller with GLS detrending as specified by Elliott, Rothenberg, and Stock (1996).
3 years ago | 6 downloads |
Submitted
Volatility Surface
Plots the Volatility Surface from the Implied Volatility obtained from puts and calls.
3 years ago | 3 downloads |