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RUN MY CODE

Objective

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The RunMyCode project is a web service devoted to the worldwide dissemination of scientific computer codes in the fields of business and economics. The key element in this project is the novel concept of companion website associated with a scientific paper (working paper, journal, article, monograph or textbook). The project aims to contribute to changing the way researchers spread their research and to improve the reproducibility of research. The RunMyCode project is sponsored by the CNRS, HEC Paris and the Sloan Foundation. (see more)

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Activity

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Member of the development team

Compagnon websites

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  • Which Are the SIFIs?A Component Expected Shortfall (CES) Approach to Systemic, Banulescu G.D., Dumitrescu E.I. (Journal of Banking and Finance, 2015) 

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  • High-Frequency Risk Measures, Banulescu G.D., Hurlin C., Colletaz G., Tokpavi S., and Banulescu Denisa (Journal of Forecasting, 2016) 

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  • GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model, Ghysels E., Jasiak J. (Studies in Nonlinear Dynamics and Econometrics, 1998) 

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  • Outliers and GARCH Models in Financial Data, Charles, A., Darné, O. (Economics Letters, 2005) 

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