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Introduction

This repository contains some Julia code for a first year PhD course in Empirical Asset Pricing at UNISG. However, most of the notebooks have been migrated to my FinancialEconometrics repository (OLS, MLE, GARCH, Kernel regressions, Monte Carlos, Bootstraps, panel regressions, and GMM) and my FinancialTheoryMSc repository (Predictability/"Efficient Markets").

Instructions

1. Most files are jupyter notebooks. Click one of them to see it online. If GitHub fails to render the notebook, then use nbviewer. Instructions: try to open the notebook at GitHub, copy the link and paste it in the address field of nbviewer.

2. To download this repository, use the Download (as zip) in the Github menu. Otherwise, clone it.

On the Files

1. The pdf file contains the lecture notes.

2. The folder Data contains some data sets used in the notebooks, while the folder jlFiles contains .jl files with some functions used in the notebooks.

3. The current version is tested on Julia 1.5 and 1.6.