Skip to content

Instantly share code, notes, and snippets.

@bsidhom

bsidhom/shiller_loss_dist_modeling.ipynb

Last active May 28, 2023 05:13
Show Gist options
  • Save bsidhom/c52d99a9ff7328bc71383813ec93c58a to your computer and use it in GitHub Desktop.
Save bsidhom/c52d99a9ff7328bc71383813ec93c58a to your computer and use it in GitHub Desktop.
Download ZIP
Notebook showing how I arrived at a t-distribution for regression residuals (of log-returns) with the Shiller dataset.
Display the source blob
Display the rendered blob
Raw
shiller_loss_dist_modeling.ipynb
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment