Nowadays, research reproducibility / replicability is a key issue for scholars and practitioners. In this line, I developed several R packages that are available on CRAN:

• DiversificationR: Econometric Tools to Measure Portfolio Diversification [click here]

• SystemicR: Monitoring Systemic Risk [click here]

• EWS: Early Warning System [click here]

A modest blog to explain further my R packages available on CRAN.

Recent posts : 

• Predicting future recessions [click here]

• Monitoring systemic risk with R [click here]

Course material - Aix-Marseille University (Master MRF -- 2016 - 2024)