RunMyCode enables scientists

to openly share the code and data that underlie their research publications

This service is based on the innovative concept of a companion
website associated with a scientific publication.

Companion websites

Transparent Systemic-Risk Scoring

SSRN (2016)

Benoit Sylvain, Hurlin Christophe, and Perignon Christophe

Optimization of Contrast Resolution by Genetic Algorithm in Ultrasound Tissue Harmonic Imaging

Ultrasonics (2016)

Ménigot Sébastien and Girault Jean-Marc

Volatility Forecast Comparison Using Imperfect Volatility Proxies

Journal of Econometrics (2011)

Patton Andrew J.

Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach

Econometrica (2002)

Ait-Sahalia Yacine

The Risk Map: A New Tool for Validating Risk Models

Journal of Banking and Finance (2013)

Perignon Christophe, Hurlin Christophe, and Colletaz Gilbert

Copula-Based Models for Financial Time Series

Handbook of Financial Time Series (2009)

Patton Andrew J.

Testing for Granger Non-causality in Heterogeneous Panels

Economic Modelling (2012)

Dumitrescu Elena-Ivona and Hurlin Christophe

Pitfalls in Backtesting Historical Simulation VaR models

Journal of Banking and Finance (2012)

Escanciano Juan Carlos and Pei Pei

Monotonicity in Asset Returns: New Tests with Applications to the Term Structure, the CAPM, and Portfolio Sorts

Journal of Financial Economics (2010)

Patton Andrew J. and Timmermann Allan