Links to my LLM chats in finance, econometrics and statistics, and programming

Bayesian Estimation and Inference for the ECCC-GARCH Model in R

End-to-End Python implementation of Lacava's (2026) "Shifting Correlations" research. Features Numba-compiled GJR-GARCH volatility filtering, augmented DCC-X framework with exogenous Trade Policy Uncertainty integration, structural break testing, out-of-sample GMV optimization, and Model Confidence Set validation.

Predict correlations and covariances of returns using open-high-low-close data