fILMR: Fully Integrated Liquidity and Market Risk Model dataset.
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Author(s)
References
Description
Data for the Fully Integrated Liquidity and Market Risk
Model paper.
Author(s)
Xavier Vallsflamejat@gmail.com
References
A. Meucci, "A Fully Integrated Liquidity and Market Risk
Model", Financial Analyst Journal, 68, 6, 35-47 (2012)
http://www.symmys.com/node/350
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Author(s) References
Description
Data for the Fully Integrated Liquidity and Market Risk Model paper.
Author(s)
Xavier Vallsflamejat@gmail.com
References
A. Meucci, "A Fully Integrated Liquidity and Market Risk Model", Financial Analyst Journal, 68, 6, 35-47 (2012) http://www.symmys.com/node/350
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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