volatility-spillover

Star

Here are 2 public repositories matching this topic...

wajoel / tvp-var-sv-model

Star

TVP-VAR-SV modeling in MATLAB.

bayesian-estimation financial-forecasting tvp-var-sv-modeling impulse-response-analysis volatility-spillover

Updated Feb 15, 2025
MATLAB

Bshps / macao-volatility-spillover

Star

Replication package: Volatility Spillovers in Macao's Gaming Economy before and after COVID-19 (International Journal of Economic Performance, 9(1), 113–128, 2026)

economics replication-package gjr-garch covid-19 macao dcc-garch diebold-yilmaz volatility-spillover gaming-economy

Updated Jul 5, 2026
Python

Improve this page

Add a description, image, and links to the volatility-spillover topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the volatility-spillover topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

volatility-spillover

Here are 2 public repositories matching this topic...

wajoel / tvp-var-sv-model

Bshps / macao-volatility-spillover

Improve this page

Add this topic to your repo