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Econometric tutoring

I need to understand and to replicate (at least partly) two financial papers but I do not have a sufficiently strong econometric background to do it..

I need someone to help me in implementing in Matlab the estimation procedure.

The required skills are:

- Risk neutral pricing

- Markov-switching VAR

- Hamilton filter

- Kalman Filter

. MLE

The required tasks will be:

- Help me to find the econometric theory needed and provide me with some practical examples

- Help me in writing the Matlab code

The papers are:

- (Monfort, A., and Renne, J.P. (2011) : "Credit and Liquidity Risks in Euro Area Sovereign Yield Curves", Working Paper, Banque de France n± 352

-Jardet, C., Monfort, A., and Pegoraro F. (2011) : "No-arbitrage Near-Cointegrated VAR(p) Term

Structure Model Term Premia and GDP Growth", Working paper CREST 2011-03.

Kỹ năng: Giáo dục & Gia sư, Tài chính, Matlab and Mathematica, Statistics

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Về Bên Thuê:
( 2 nhận xét ) Cadro, Switzerland

Mã Dự Án: #1700016

4 freelancer đang chào giá trung bình $26/giờ cho công việc này

raiseq

Experienced and qualified

$15 USD / hour
(19 Đánh Giá)
5.6
bchandra1955

Sure, professional from academic institute can help you.

$40 USD / hour
(26 Đánh Giá)
4.9
OriolAM

Hey, I am interested in helping you. I am about to finish a MSc in Finance, have good background in econometrics, I am well versed with cointegration and asset pricing models in general, and I work very often also wi Thêm

$15 USD / hour
(5 Đánh Giá)
3.3
NvG9F0pM4

Custom Software Development - <b><i>Removed by Admin</i></b>

$33 USD / hour
(0 Đánh Giá)
0.0