- Bilbao, Spain
-
03:51
(UTC +02:00) - gabri110.github.io/
- https://orcid.org/0009-0009-8803-9025
- https://scholar.google.es/citations?user=tcf_MXoAAAAJ
Highlights
- Pro
Pinned Loading
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volatility-lab
volatility-lab PublicDaily equity volatility forecasting: stylized facts, GARCH(1,1) vs rolling-window baselines, evaluated out-of-sample with QLIKE.
Jupyter Notebook
-
Talbot-finite-differences-solver-deprecated
Talbot-finite-differences-solver-deprecated Public archiveNumerical Study of the Talbot effect
MATLAB
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