Vector autoregression: forecasting and trading applications (Excel)

Covariance matrix shrinkage: Ledoit and Wolf (2004)

Gradient descent in Excel

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

Instrumental variable regression: TSLS explained (Excel)

ARCD model explained: autoregressive conditional density (Excel)

PEG ratio explained: price to earnings growth (Excel)

Sensitivity and scenario analysis in investment appraisal (Excel)

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

Annuity factors explained (Excel)

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

Payback period and discounted payback period (Excel)

KMV model application: Royal Bank of Scotland (2008)

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

Functional forms in OLS regression (Excel)

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

GAS model with Johnson SU distribution (Excel)

GAS model explained: Generalised autoregressive score (Excel)

Modelling stock returns: Mixture distributions (Excel)

Implied volatility approximation: Brenner and Subrahmanyan method

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

Stutzer performance index: probability of underperformance (Excel)

Option pricing with transaction costs (Excel)

Lunar phases and stock returns (Excel)

Quantile regression in EViews

Binary choice models in EViews

Multiple regression in Python with statsmodels

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

Normality tests in EViews

Robust standard errors in EViews

Weighted least squares (WLS) in EViews

AR and MA models in EViews

HARQ model: Realised quarticity (Excel)

Heteroskedasticity tests in EViews

Autocorrelation tests in EViews

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

Multiple regression in EViews

Introduction to EViews: How to export data from Excel?

HAR model explained: Heterogeneous autoregressive volatility (Excel)

Detecting financial contagion: Covolatility test explained (Excel)

Detecting financial contagion: Cokurtosis test explained (Excel)

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

Detecting financial contagion: coskewness test explained (Excel)

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

Two-way ANOVA explained: interaction effects (Excel)

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

Daylight savings anomaly on stock markets (Excel)

Distribution fitting in Python: Johnson SU distribution

KMV model explained: Modelling default risk (Excel)

Distribution fitting in Python: Generalised error distribution

Backtesting historical VaR: out of sample testing

Backtesting Expected Shortfall: Generalised breach indicator (GBI)

Capital market line with constraints using Solver (Excel)

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

Efficient portfolio frontiers with allocation constraints (Excel)

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

Distribution fitting in Python: Normal and Cauchy distributions

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

Excel 101: Formatting scatterplots

Sector rotation explained: Defensive and cyclical sectors (Excel)