Pinned Loading

1. sdim sdim Public

   An R Package for supervised dimension reduction

   R 1

2. forecastdom forecastdom Public

   Tools for conditional and unconditional forecast dominance testing

   R 2

3. qkit qkit Public

   A set of personal Quarto templates with RStudio integration

   TeX 1

4. wspm wspm Public

   An R implementation of the noise-robust intraday jump test developed by Christensen el al. (2025, JFE)

   C++

5. nbbo nbbo Public

   An R implementation that downloads and cleans millisecond TAQ data from WRDS

   R

6. riskinfo riskinfo Public

   An R implementation of the risk information measure from Smith & So (2022, JAR), adapted for Analyst/Investor Day events

   R