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Franco Marcelo Taipe Silvestre


Last seen: 4 månader ago Active since 2020

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Augmented Dickey-Fuller GLS
Augmented Dickey-Fuller with GLS detrending as specified by Elliott, Rothenberg, and Stock (1996).

mer än 3 år ago | 5 downloads |

Submitted


Volatility Surface
Plots the Volatility Surface from the Implied Volatility obtained from puts and calls.

mer än 3 år ago | 2 downloads |

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