├── CDF PDF WTF Mastering Distribution Transformations.ipynb ├── Cholesky Decomposition.ipynb ├── DCC Model.ipynb ├── GARCH Simulator.ipynb ├── Genesis of GARCH.ipynb ├── Images ├── data_to_pdf.jpg ├── data_to_uniform.jpg ├── skt_cdf.png ├── skt_definitions.png ├── skt_inv.png ├── skt_pdf.png └── unif_to_inv_cdf.jpg ├── Introduction to Copulas.ipynb ├── Introduction to Copulas_matplotlib.ipynb ├── JB Test for Normality.ipynb ├── LICENSE ├── On the Fly vs Pre-Populated.ipynb ├── README.md ├── Regression comparison.ipynb ├── Skewed Student-t Hansen (1994).ipynb ├── The Metropolis-Hastings Algorithm.ipynb └── copulas.png /CDF PDF WTF Mastering Distribution Transformations.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/tinoproductions/DirtyQuant/HEAD/CDF PDF WTF Mastering Distribution Transformations.ipynb -------------------------------------------------------------------------------- /Cholesky Decomposition.ipynb: 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