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Semiparametric Value-At-Risk Estimation of Portfolios
This MATLAB-code reproduces the results of Xu, Jiahua (2019). Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking &... -
TweetSixteenAndPregnant
We replicate and extend the analysis of the positive association between social media (Google searches and tweets) and the MTV program 16 and Pregnant recently published by...
