- Bivariate BEKK model procedure. Code
- Simple Dynamic Conditional Correlation model (Engle, 2002). Code
- GARCH simulation procedure. Code
- STAR code used for the paper "Short-Horizon Event Study Estimation with a STAR Model and Real Contaminated Events".
- Replication Codes for the paper "Skewness and the Relation between Risk and Return".
- Replication Codes for the paper "The Risk and Return Conundrum Explained: International Evidence"
- Replication Codes for the paper "Freight Rates in Downside and Upside Markets: Pricing of Own and Spillover Risk from Other Shipping Segments in the Presence of Skewness"
- Replication Codes for the paper " Replication of Grier, Henry, Olekalns and Shields (2004) the Asymmetric Effects of Uncertainty on Inflation and Output Growth".
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