Franco Marcelo Taipe Silvestre
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Augmented Dickey-Fuller GLS
Augmented Dickey-Fuller with GLS detrending as specified by Elliott, Rothenberg, and Stock (1996).
3 years 前 | 6 次下载 |
已提交
Volatility Surface
Plots the Volatility Surface from the Implied Volatility obtained from puts and calls.
3 years 前 | 3 次下载 |