Elias is a Post-Doctoral Research Associate at the Centre for Endowment Asset Management at Cambridge Judge Business School, United Kingdom.
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University of Cambridge Judge Business School
- Cambridge, UK
- www.eliasohneberg.com
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YFinance.jl
YFinance.jl PublicDownload historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, stock fundamental, summary data , and options data.
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LinearHypothesisTest.jl
LinearHypothesisTest.jl PublicPerform Linear Hypothesis (Linear Restriction) Tests for GLM and FixedEffects Models in Julia
Julia 1
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PerformanceAnalytics.jl
PerformanceAnalytics.jl Publicfunctions for performance and risk analysis in Julia
Julia 1
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WeightedStackedDID.jl
WeightedStackedDID.jl PublicWeighted Stacked Regressions (Wing, Freedman, and Hollingsworth, 2024)
Julia
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