UncertaintyMeasure: Uncertainty measure of Variance Estimator This function...

Description Usage Arguments Author(s) References Examples

Description

Uncertainty measure of Variance Estimator This function returns the standard error of the three estimator of Variance.

Usage

1
var.se(R, methods = c("normal", "non-normal", "bootstrap"))

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

methods

the estimation methods for Variance estimator, default is normal

Author(s)

Douglass Martin, Kirk Li

References

TBA

Examples

1
2
data(edhec)
var.se(edhec[,1],methods="normal")

kecoli/mpo documentation built on May 20, 2019, 8:34 a.m.