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Econometric tutoring

I need to understand and to replicate (at least partly) two financial papers but I do not have a sufficiently strong econometric background to do it..

I need someone to help me in implementing in Matlab the estimation procedure.

The required skills are:

- Risk neutral pricing

- Markov-switching VAR

- Hamilton filter

- Kalman Filter

. MLE

The required tasks will be:

- Help me to find the econometric theory needed and provide me with some practical examples

- Help me in writing the Matlab code

The papers are:

- (Monfort, A., and Renne, J.P. (2011) : "Credit and Liquidity Risks in Euro Area Sovereign Yield Curves", Working Paper, Banque de France n± 352

-Jardet, C., Monfort, A., and Pegoraro F. (2011) : "No-arbitrage Near-Cointegrated VAR(p) Term

Structure Model Term Premia and GDP Growth", Working paper CREST 2011-03.

Taidot: Opetus ja tuutorointi, Rahoitus, Matlab ja Mathematica, Tilastotiede

Näytä lisää: writing tutoring, writing term papers, writing i tutoring, writing a term paper, help with papers, crest financial, code and theory, term paper writing help, writing matlab, Risk model, pricing model, matlab find, Kalman filter, financial p, financial Model, econometric, crest, arbitrage, mathematica filter, kalman filter mathematica, Liquidity, model procedure, matlab kalman filter, matlab mle code, financial risk

About the Employer:
( 2 reviews ) Cadro, Switzerland

Projektin tunnus: #1700016

4 freelanceria on tarjonnut keskimäärin 26 $/tunti tähän työhön

raiseq

Experienced and qualified

$15 USD / tunti
(19 arvostelua)
5.6
bchandra1955

Sure, professional from academic institute can help you.

$40 USD / tunti
(26 arvostelua)
4.9
OriolAM

Hey, I am interested in helping you. I am about to finish a MSc in Finance, have good background in econometrics, I am well versed with cointegration and asset pricing models in general, and I work very often also wi Lisää

$15 USD / tunti
(5 arvostelua)
3.3
NvG9F0pM4

Custom Software Development - <b><i>Removed by Admin</i></b>

$33 USD / tunti
(0 arvostelua)
0.0