Code

Data and Code of Publications

Reviewing the oil price–GDP growth relationship, EViews files: here or here (see Apendix)

Mixture Memory GARCH Matlab code: here or here (see Apendix)

Fast Fractional Differencing Matlab code: here or here (see Apendix)

DCC with varying variance components: to be added

Code used in lectures

Financial Mathematics (TU Dresden): to be added

Futures and Options (Queen's University Belfast): to be added

Financial Econometrics (Queen's University Belfast): to be added