Man pages for 3schwartz/SpecialeScrAndFun
Script and functions used for master thesis.
| assets_mani | assets_mani |
| bootstrap | Bootstrap the nonparametric VaR or ES estimator for all alpha |
| bootstrap_VaR_ES | Bootstrap the nonparametric VaR or ES estimator for all alpha |
| CI | CI |
| clayton_theta_cpp | clayton_theta_cpp |
| corrRollMatrixCpp | corrRollMatrixCpp |
| ExpWeiAvgReCpp | ExpWeiAvgReCpp |
| ExpWeiVarCpp | ExpWeiVarCpp |
| fun_dailyDf | fun_dailyDf |
| fun_getLmStats | fun_getLmStats |
| fun_getLmStats_v2 | fun_getLmStats_v2 |
| fun_GetVolAdReturn | fun_GetVolAdReturn |
| fun_Lag_df | fun_Lag_df |
| fun_Lag_list | fun_Lag_list |
| fun_lm | fun_lm |
| fun_PlotsAndAlphaTable | fun_PlotsAndAlphaTable |
| fun_PlotsAndAlphaTable_v2 | fun_PlotsAndAlphaTable_v2 |
| fun_RollingCorrelation | fun_RollingCorrelation |
| fun_RollingCorrelation_v2 | fun_RollingCorrelation_v2 |
| fun_SharpeCompare | fun_SharpeCompare |
| fun_SharpeCompare_v2 | fun_SharpeCompare_v2 |
| fun_SharpeCompare_v3 | fun_SharpeCompare_v3 |
| fun_toPeriodCl | fun_toPeriodCl |
| fun_TSMOM | fun_TSMOM |
| fun_TSMOM_v2 | fun_TSMOM_v2 |
| fun_tstats_allModels | fun_tstats_allModels |
| fun_tstats_allModels_v2 | fun_tstats_allModels_v2 |
| LL_clayton_cpp | LL_clayton_cpp |
| LL_clayton_cpp_v2 | LL_clayton_cpp_v2 |
| LL_clayton_sim_cpp | LL_clayton_sim_cpp |
| LL_clayton_static_cpp | LL_clayton_static_cpp |
| LL_clayton_surv_cpp | LL_clayton_surv_cpp |
| LL_clayton_surv_sim_cpp | LL_clayton_surv_sim_cpp |
| LL_gaus_cpp | LL_gaus_cpp |
| LL_gaus_sim_cpp | LL_gaus_sim_cpp |
| Log_Period_Vol | Log_Period_Vol |
| loss_Es_VaR | loss_Es_VaR |
| scrAndFun | scrAndFun. |
| timesTwo | Multiply a number by two |
