Skip to content
Stata Code for Liquidity Adjusted (LCAPM) with Application of MGARCHAttaullah Shah2023-07-25T15:04:47+05:00
P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | StataAttaullah Shah2023-06-25T14:29:06+05:00
KMV – Merton Distance to Default Model through an iterative process in StataAttaullah Shah2024-03-13T17:44:31+05:00
Page load link