Files in 3schwartz/SpecialeScrAndFun
Script and functions used for master thesis.
.Rbuildignore
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/CI.R
R/Log_Period_Vol.R
R/RcppExports.R
R/assets_mani.R
R/backtest_TSMOM_cop.R
R/backtest_cop_c.R
R/bootstrap.R
R/bootstrap_VaR_ES.R
R/fun_GetVolAdReturn.R
R/fun_Lag_df.R
R/fun_Lag_list.R
R/fun_PlotsAndAlphaTable.R
R/fun_PlotsAndAlphaTable_v2.R
R/fun_RollingCorrelation.R
R/fun_RollingCorrelation_v2.R
R/fun_SharpeCompare.R
R/fun_SharpeCompare_v2.R
R/fun_SharpeCompare_v3.R
R/fun_TSMOM.R
R/fun_TSMOM_v2.R
R/fun_dailyDf.R
R/fun_getLmStats.R
R/fun_getLmStats_v2.R
R/fun_lm.R
R/fun_toPeriodCl.R
R/fun_tstats_allModels.R
R/fun_tstats_allModels_v2.R
R/get_log_like.R
R/get_pairs_plot.R
R/loss_Es_VaR.R
R/mple_com_ikte_gaus.R
R/mple_com_ikte_t.R
R/scrAndFun-package.r
man/CI.Rd
man/ExpWeiAvgReCpp.Rd
man/ExpWeiVarCpp.Rd
man/LL_clayton_cpp.Rd
man/LL_clayton_cpp_v2.Rd
man/LL_clayton_sim_cpp.Rd
man/LL_clayton_static_cpp.Rd
man/LL_clayton_surv_cpp.Rd
man/LL_clayton_surv_sim_cpp.Rd
man/LL_gaus_cpp.Rd
man/LL_gaus_sim_cpp.Rd
man/Log_Period_Vol.Rd
man/assets_mani.Rd
man/bootstrap.Rd
man/bootstrap_VaR_ES.Rd
man/clayton_theta_cpp.Rd
man/corrRollMatrixCpp.Rd
man/fun_GetVolAdReturn.Rd
man/fun_Lag_df.Rd
man/fun_Lag_list.Rd
man/fun_PlotsAndAlphaTable.Rd
man/fun_PlotsAndAlphaTable_v2.Rd
man/fun_RollingCorrelation.Rd
man/fun_RollingCorrelation_v2.Rd
man/fun_SharpeCompare.Rd
man/fun_SharpeCompare_v2.Rd
man/fun_SharpeCompare_v3.Rd
man/fun_TSMOM.Rd
man/fun_TSMOM_v2.Rd
man/fun_dailyDf.Rd
man/fun_getLmStats.Rd
man/fun_getLmStats_v2.Rd
man/fun_lm.Rd
man/fun_toPeriodCl.Rd
man/fun_tstats_allModels.Rd
man/fun_tstats_allModels_v2.Rd
man/loss_Es_VaR.Rd
man/scrAndFun.Rd
man/timesTwo.Rd
questions/questions.Rmd
questions/questions.pdf
questions/questions180926.Rmd
questions/questions180926.pdf
questions/questionsCumulatedLogReturns.Rmd
questions/questionsCumulatedLogReturns.pdf
scrAndFun.Rproj
scripts/Copula_Crypto.R
scripts/Copula_Crypto_thesis.R
scripts/Copula_exampes_thesis.R
scripts/Copula_examples.R
scripts/Q2_Basic_Concepts_in_Risk_Management.R
scripts/Q3_Empirical_Properties_of_Financial_Data.R
scripts/Q4_Financial_Time_Series.R
scripts/Q6_Multivariate_Models.R
scripts/Q7_Copulas_and_Dependence.R
scripts/empirical_properties.R
scripts/empirical_properties_thesis.R
scripts/financial_Time_Series.R
scripts/foo.R
scripts/fooCopula.R
scripts/fooCopula_thesis.R
scripts/google_trend_analysis.R
scripts/random_walk.R
scripts/sizeLoss.R
scripts/sizeLoss_thesis.R
scripts/tsmomFirst.R
scripts/tsmomSecond.R
scripts/tsmomSecond_thesis.R
scripts/twitter_analysis.R
scripts/twitter_rtweet.R
scripts/twitter_twitteR.R
scripts/working.R
src/.gitignore
src/ExpWeiAvgReCpp.cpp
src/ExpWeiAvgReCpp.h
src/ExpWeiVarCpp.cpp
src/LL_clayton_cpp.cpp
src/LL_clayton_cpp_v2.cpp
src/LL_clayton_sim_cpp.cpp
src/LL_clayton_static_cpp.cpp
src/LL_clayton_surv_cpp.cpp
src/LL_clayton_surv_sim_cpp.cpp
src/LL_gaus_cpp.cpp
src/LL_gaus_sim_cpp.cpp
src/RcppExports.cpp
src/clayton_theta_cpp.cpp
src/corrRollMatrixCpp.cpp
src/timesTwo.cpp
