Martin Magris
Tampere University of Technology
Statistics
RANK
96,944
of 257,813
REPUTATION
0
CONTRIBUTIONS
1 Question
0 Answers
ANSWER ACCEPTANCE
100.0%
VOTES RECEIVED
0
RANK
4,798 of 17,766
REPUTATION
245
AVERAGE RATING
5.00
CONTRIBUTIONS
11 Files
DOWNLOADS
103
ALL TIME DOWNLOADS
2203
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Highlights
AVERAGE NO. OF LIKES
Your submissions received 5 five star ratings
Awarded to Martin Magris on 09 Sep 2021
Your submissions were downloaded 100 or more times in a month
Awarded to Martin Magris on 01 Jan 2021
Publish your first review
Awarded to Martin Magris on 09 Oct 2019
Publish your first submission
Awarded to Martin Magris on 09 Oct 2019
Solve a problem for the first time
Awarded to Martin Magris on 04 Mar 2019
Accept 1 answer given by other contributors
Awarded to Martin Magris on 30 Jun 2018
Content Feed
Submitted
Isolines (quantiles) of bivariate normal distribution
Calculates the elliptic isolines corresponding to quantiles of bivariate normal distribution
2 years ago | 4 downloads |
Submitted
Breusch-Pagan test
Breusch-Pagan test for heteroskedasticity in a linear regression model (original and Koenker's versions).
2 years ago | 37 downloads |
Submitted
Fast and essential linear regression
Essential, fast and efficient simple linear regression
2 years ago | 4 downloads |
Submitted
Unobservable Selection and Coefficient Stability
Implementation of: "Unobservable selection and coefficient stability: Theory and evidence.", Oster E, JBES 37.2 (2019)
2 years ago | 3 downloads |
Submitted
Compound Poisson distribution (CDF, PDF, random number)
CDF/PDF and random number generator for a compound Poisson distribution with jumps distributed according to iid gamma distributi...
2 years ago | 3 downloads |
Submitted
VIX and CX
Implementation of (CBOE's) VIX and CX (Corridor implied Volatility) indexes from option data
2 years ago | 3 downloads |
Submitted
Lee Mykland nonparametric jump detection
Nonparametric jump detection method
3 years ago | 3 downloads |
Solved
Elapsed Time
Given two date strings d1 and d2 of the form yyyy/mm/dd HH:MM:SS (assume hours HH is in 24 hour mode), determine how much time, ...
3 years ago
Submitted
Inverse empirical cumulative distribution function
Quantile function or inverse-ECDF of some data-sample. Data is finite and the ECDF from which the inverse is taken is discontiuo...
3 years ago | 11 downloads |
Submitted
Log-likelihood of the Hawkes process
Log-likelihood of the univariate Hawkes process with exponential kernel of order one.
3 years ago | 3 downloads |
Submitted
COS method (Fang, Osterlee)
Evaluating PDF and CDF given the characteristic function via COS (Fourier-cosine) method
4 years ago | 5 downloads |
Submitted
Detrended fluctuation analysis (DFA)
Function and examples for running DFA
4 years ago | 26 downloads |
Question
Plot financial data continuously in time
<</matlabcentral/answers/uploaded_files/106754/example_commented.png>> Unfortunately couldn't find an existing topic on the f...
4 years ago | 2 answers | 0
