18:23

Vector autoregression: forecasting and trading applications (Excel)

16:35

Covariance matrix shrinkage: Ledoit and Wolf (2004)

10:35

Gradient descent in Excel

23:38

Credit risk in Basel III: Risk-weighted assets explained (Excel)

36:22

Instrumental variable regression: TSLS explained (Excel)

13:02

ARCD model explained: autoregressive conditional density (Excel)

10:06

PEG ratio explained: price to earnings growth (Excel)

12:48

Sensitivity and scenario analysis in investment appraisal (Excel)

14:33

Leave-two-out jackknife explained: advanced resampling (Excel)

08:54

Annuity factors explained (Excel)

08:37

Jackknife estimator explained: Leave-one-out technique (Excel)

12:20

Payback period and discounted payback period (Excel)

16:01

KMV model application: Royal Bank of Scotland (2008)

14:02

Joint tests for multiple assumptions: Jarque-Bera NHI test (Excel)

21:54

Functional forms in OLS regression (Excel)

08:33

Chi-squared goodness-of-fit test explained (Excel)

15:56

GAS model with Johnson SU distribution (Excel)

13:49

GAS model explained: Generalised autoregressive score (Excel)

12:37

Modelling stock returns: Mixture distributions (Excel)

06:49

Implied volatility approximation: Brenner and Subrahmanyan method

16:47

Implied volatility explained: Solver and Newton-Raphson (Excel)

11:59

Stutzer performance index: probability of underperformance (Excel)

12:36

Option pricing with transaction costs (Excel)

14:46

Lunar phases and stock returns (Excel)

09:09

Quantile regression in EViews

11:55

Binary choice models in EViews

09:13

Multiple regression in Python with statsmodels

32:14

Barrier option valuation in Python: exotic options and Monte Carlo with Johnson SU

07:29

Normality tests in EViews

08:39

Robust standard errors in EViews

07:25

Weighted least squares (WLS) in EViews

14:02

AR and MA models in EViews

20:36

HARQ model: Realised quarticity (Excel)

12:03

Heteroskedasticity tests in EViews

10:12

Autocorrelation tests in EViews

16:21

SAD stock market anomaly explained: Seasonal affective disorder and stock returns (Excel)

06:22

Multiple regression in EViews

05:01

Introduction to EViews: How to export data from Excel?

12:13

HAR model explained: Heterogeneous autoregressive volatility (Excel)

10:40

Detecting financial contagion: Covolatility test explained (Excel)

16:59

Detecting financial contagion: Cokurtosis test explained (Excel)

13:25

Tukey's range test explained: pairwise differences in ANOVA (Excel)

14:27

Detecting financial contagion: coskewness test explained (Excel)

12:47

Detecting financial contagion: Forbes and Rigobon test explained (Excel)

16:13

Two-way ANOVA explained: interaction effects (Excel)

17:13

One-way ANOVA explained: equality of multiple means (Excel)

23:47

Daylight savings anomaly on stock markets (Excel)

16:41

Distribution fitting in Python: Johnson SU distribution

17:12

KMV model explained: Modelling default risk (Excel)

25:17

Distribution fitting in Python: Generalised error distribution

07:42

Backtesting historical VaR: out of sample testing

13:52

Backtesting Expected Shortfall: Generalised breach indicator (GBI)

08:46

Capital market line with constraints using Solver (Excel)

24:03

Capital market line explained: Tangency and CAPM derivation (Excel)

29:23

Efficient portfolio frontiers with allocation constraints (Excel)

14:55

Nelson-Siegel-Svensson model explained: modelling yield curves (Excel)

15:26

Distribution fitting in Python: Normal and Cauchy distributions

13:39

Nelson-Siegel model explained: Modelling yield curves (Excel)

08:40

Excel 101: Formatting scatterplots

16:21

Sector rotation explained: Defensive and cyclical sectors (Excel)