rugarch

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JYUN-YI / crypto-market-dynamics

Analyze cryptocurrency return dynamics, volatility, and risk from 2010–2025.

Updated Jan 29, 2026
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rakzhu / GBP-USD-Tariff-Volatility-Event-Study

Analysis of 2025 US tariff announcements on GBP/USD volatility using event-study design and GARCH models, with GBP/EUR as a control to isolate UK-specific effects.

visualization python r numpy excel pandas seaborn matplotlib data-cleaning financial-econometrics garch-modeling rugarch event-study-design fx-risk-analysis

Updated Feb 24, 2026
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