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Releases: gusamarante/empfin

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Fama-MacBeth

Fama-MacBeth

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@gusamarante gusamarante released this 06 Jun 18:03
v2.1
1d0f116

Adding the Fama-MacBeth regression

What's Changed

Full Changelog: v2.0...v2.1

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gusamarante
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Conditional TSRP and BFM

Conditional TSRP and BFM

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@gusamarante gusamarante released this 27 May 01:20
v2.0
8f652f0

Adding the conditional version of the term structure of interest rate and moving the bayesian fama-macbeth regression into this library.

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Selection of Factors

Selection of Factors

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@gusamarante gusamarante released this 21 Feb 12:56
v1.10
606326e 
v1.10

update version
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Nearest PSD

Nearest PSD

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@gusamarante gusamarante released this 18 Feb 17:57
v1.9
af2f319

Full Changelog: v1.8...v1.9

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More Non-PSD matrices

More Non-PSD matrices

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@gusamarante gusamarante released this 18 Feb 14:34
v1.8
bfb68cd

Full Changelog: v1.7...v1.8

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Deal with Non PSD matrices

Deal with Non PSD matrices

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@gusamarante gusamarante released this 17 Feb 17:00
v1.7
e601ff4

Deal with Non PSD matrices

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Chart Options

Chart Options

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@gusamarante gusamarante released this 16 Feb 21:30
v1.6
7ef9d10

Full Changelog: v1.5...v1.6

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Mimicking Portfolios

Mimicking Portfolios

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@gusamarante gusamarante released this 08 Feb 18:56
v1.5
1e7e02a
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Verified
Learn about vigilant mode.

What's Changed

Full Changelog: v1.4...v1.5

Contributors

gusamarante
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Color options

Color options

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@gusamarante gusamarante released this 28 Jan 10:21
v1.4
6d1d77d 
v1.4

update version
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Add option to save charts

Add option to save charts

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@gusamarante gusamarante released this 27 Jan 11:16
v1.3
1738645

Add option to save charts

Full Changelog: v1.2...v1.3

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