KinH8

Hayashi-Yoshida-estimator. Using Hayashi-Yoshida (HY) cross correlator to estimate lead-lag relationship between two instruments

HAR-RV. Forecasting the volatility of the FBMKLCI Index using the heterogenous autoregressive (HAR) model

Realized-GARCH. Incorporating a realized measure of volatility into a standard GARCH(1,1) model

Order-book-imbalance. Can orderbook imbalances predict mid-price changes? Yes, there's a better than even chance.

Black-Litterman-entropy-pooling. Black Litterman model extended with entropy pooling

GARCH-1-1-. Building the GARCH (1,1) model from scratch