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realized-volatility-forecasting

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manu675 / cicd_with_rmd_file

Version-control and automated knitting of an R markdown file to HTML to the docs folder. The code estimates a Bayesian HAR model for volatility of the S&P500 index via a systematic scan Gibbs-sampler. The code is a replication of the work by Botta (2026) on multi-horizon financial volatility forecasting and I added MCMC diagnostics.

version-control github-actions mcmc-analysis realized-volatility-forecasting

Updated Apr 14, 2026

Beliavsky / GARCH-BFGS

GARCH estimation with BFGS

statistics fortran quantitative-finance volatility garch time-series-analysis bfgs realized-volatility high-frequency modern-fortran gjr-garch stochastic-volatility egarch high-frequency-financial-data realized-volatility-forecasting

Updated May 25, 2026
Fortran

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