Ho John Lee’s Weblog

• The Uncertainty Impact of Major Shocks: Firm-Level Estimation and a 9/11 Simulation (PDF)
  Paper by Nick Bloom at Stanford. A model for predicting stock market volatility in response to unexpected information such as financial or security crises. With Matlab code, via The Economist.
  (tags: economic stock market quantitative finance statistics modelling risk management terrorism security research)
• Data&Code by Nick Bloom
  Work in progress, with Matlab code and data, mostly related to modelling response to changes in uncertainty in the stock market.
  (tags: economic stock market quantitative finance statistics modelling risk management research)
• JavaScript Badges and Widgets Considered Harmful (by Jeremy Zawodny)
  “View Source” for widgets would be nice, although many of the providers seem to have an active objective of collecting the site data for themselves.
  (tags: web2.0 webservices web design development security widgets javascript trends)

This entry was posted on Tuesday, February 13th, 2007 at 12:17 am and is filed under Links. You can follow any responses to this entry through the RSS 2.0 feed. Both comments and pings are currently closed.