API for 3schwartz/SpecialeScrAndFun
Script and functions used for master thesis.
| Global functions | |
|---|---|
| CI | Man page |
| ExpWeiAvgReCpp | Man page |
| ExpWeiVarCpp | Man page |
| LL_clayton_cpp | Man page |
| LL_clayton_cpp_v2 | Man page |
| LL_clayton_sim_cpp | Man page |
| LL_clayton_static_cpp | Man page |
| LL_clayton_surv_cpp | Man page |
| LL_clayton_surv_sim_cpp | Man page |
| LL_gaus_cpp | Man page |
| LL_gaus_sim_cpp | Man page |
| Log_Period_Vol | Man page |
| assets_mani | Man page |
| bootstrap | Man page |
| bootstrap_VaR_ES | Man page |
| clayton_theta_cpp | Man page |
| corrRollMatrixCpp | Man page |
| fun_GetVolAdReturn | Man page |
| fun_Lag_df | Man page |
| fun_Lag_list | Man page |
| fun_PlotsAndAlphaTable | Man page |
| fun_PlotsAndAlphaTable_v2 | Man page |
| fun_RollingCorrelation | Man page |
| fun_RollingCorrelation_v2 | Man page |
| fun_SharpeCompare | Man page |
| fun_SharpeCompare_v2 | Man page |
| fun_SharpeCompare_v3 | Man page |
| fun_TSMOM | Man page |
| fun_TSMOM_v2 | Man page |
| fun_dailyDf | Man page |
| fun_getLmStats | Man page |
| fun_getLmStats_v2 | Man page |
| fun_lm | Man page |
| fun_toPeriodCl | Man page |
| fun_tstats_allModels | Man page |
| fun_tstats_allModels_v2 | Man page |
| loss_Es_VaR | Man page |
| scrAndFun | Man page |
| scrAndFun-package | Man page |
| timesTwo | Man page |
