Time Series

Financial Time Series Analysis featured image

Financial Time Series Analysis

Financial time series analysis in R using S&P 500, VIX, and U.S. 10-Year Treasury Yield data from the FRED database.

Bitcoin Volatility Forecasting with On-Chain Activity featured image

Bitcoin Volatility Forecasting with On-Chain Activity

Research project investigating whether blockchain activity can improve one-week-ahead forecasts of Bitcoin realized volatility.