Description Usage Arguments Value Author(s)
This function computes the standard error of estimated risk measures by the bootstrap method.
1 | btstrapCBFse(dat_xts)
|
dat_xts |
xts object containing the returns data for multiple assets with unequal returns history. |
The function returns the standard error of estimated risk measures by the bootstrap method.
boot_std_error |
A matrix containing standard error of estimated risk measures for different assets. |
Pushpak Sarkar
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