fun_Lag_list: fun_Lag_list

Description Usage Arguments Value

Description

fun_Lag_list

Usage

1
fun_Lag_list(listData, lag)

Arguments

listData

List with volatility adjusted excess return

lag

number of lags between period

Value

List with excess return adjusted for volatility and with ags


3schwartz/SpecialeScrAndFun documentation built on May 4, 2019, 6:29 a.m.