Files in JFE
Tools for Analyzing Time Series Data of Just Finance and Econometrics
MD5
NAMESPACE
DESCRIPTION
R/PerformanceIndex.R
R/durbinH.R
R/dataDownload.R
data/assetReturns.rda
data/macrodata.rda
man/getFrench.Portfolios.Rd
man/Return.annualized.Rd
man/data-sets.Rd
man/ActivePremium.Rd
man/getFed.Rd
man/DrawdownPeak.Rd
man/durbinH.Rd
man/TrackingError.Rd
man/getFrench.Factors.Rd
man/MartinRatio.Rd
man/maxDrawdown.Rd
man/SkewnessKurtosisRatio.Rd
man/DownsideDeviation.Rd
man/SharpeRatio.Rd
man/MeanAbsoluteDeviation.Rd
man/SharpeRatio.annualized.Rd
man/BurkeRatio.Rd
man/AdjustedSharpeRatio.Rd
man/SortinoRatio.Rd
man/PainIndex.Rd
man/table.AnnualizedReturns.Rd
man/AppraisalRatio.Rd
man/M2Sortino.Rd
man/InformationRatio.Rd
man/OmegaSharpeRatio.Rd
man/PainRatio.Rd
man/CAPM.jensenAlpha.Rd
man/DRatio.Rd
man/getEER.Rd
man/KellyRatio.Rd
man/ProspectRatio.Rd
man/CalmarRatio.Rd
man/TreynorRatio.Rd
man/BernardoLedoitRatio.Rd
man/UlcerIndex.Rd
man/VolatilitySkewness.Rd
