Latest commit
WP46: extension fixes from the card audit (ST-GARCH analytic multi-step, HYGARCH amp<1 flag, GARCH-MIDAS tau_t), D-16, extension model cards
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BRIEF.md
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WP46: skeleton, brief, FinData client, audit script, calendars, ingestion |
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data_dictionary.md
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WP46: evaluation + inference modules, pilot script, protocol docs, decisions log, data... |
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EXHIBITS_MANDATE.md
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WP46: exhibits mandate |
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feasibility_report.md
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WP46: pilot (SPY, AAPL, CL, EURUSD) on the validation period, feasibility report, tail-risk... |
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findata_audit.md
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WP46: realized measures, daily panel builder, references (205 verified), literature matrix |
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genealogy_notes.md
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WP46: extension fixes from the card audit (ST-GARCH analytic multi-step, HYGARCH amp<1 flag,... |
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literature_matrix.md
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WP46: realized measures, daily panel builder, references (205 verified), literature matrix |
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methodology_decisions.md
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WP46: extension fixes from the card audit (ST-GARCH analytic multi-step, HYGARCH amp<1 flag,... |
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preregistered_protocol.md
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WP46: D-06 crypto realized measures valid from 2022 |
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replication_guide.md
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WP46: README, replication guide, Makefile |
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