Simple Return, Log Return and Volatility easy intro

Following $100k Optiver Realized Volatility Prediction Competition on Kaggle, interest in financial time-series and concepts has drastically increased. Besides, in this website we have not travelled past the very introductory concepts in time-series ecnnometrics. Therefore in this blog post we are going to introduce the concepts of simple returns, log returns and realized volatility. In … Read more

Panel data Econometrics – An easy introduction with Python

Panel data (or longitudinal data) set comprises time-series for each cross-sectional unit in a data set. In other words, in a panel data set we take into account the same cross-sectional units over multiple time points. For example, we can consider units such as countries, cities, firms, households, individuals. In this context, we can think … Read more