Skip to content
View lucabarbaglia's full-sized avatar
32 followers · 1 following

Achievements

Achievement: StarstruckAchievement: Arctic Code Vault Contributor

Achievements

Achievement: StarstruckAchievement: Arctic Code Vault Contributor

Block or report lucabarbaglia

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. FiGASR FiGASR Public

    Lexicon-based Sentiment Analysis for Economic and Financial Applications in R

    Python 23 7

  2. t-VAR t-VAR Public

    Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatility Spillovers in Commodity Markets: A Large t-Vector AutoRegr…

    R 19 11

  3. MultiHorizonSPA MultiHorizonSPA Public

    Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)

    C++ 5 3

  4. lucabarbaglia.github.io lucabarbaglia.github.io Public

    Luca Barbaglia's personal website

    HTML 1