Reviewing the oil price–GDP growth relationship, EViews files: here or here (see Appendix)
Mixture Memory GARCH Matlab code: here or here (see Appendix)
Fast Fractional Differencing Matlab code: here or here (see Appendix)
DCC with varying variance components: to be added
Financial Mathematics (TU Dresden): to be added
Futures and Options (Queen's University Belfast): to be added
Financial Econometrics (Queen's University Belfast): to be added