btstrapCBFse: Computes the standard error of estimated risk measures by the...
In spushpak/UnequalReturnHist: Unequal Return History
Description
Usage
Arguments
Value
Author(s)
Description
This function computes the standard error of estimated risk measures by the bootstrap method.
Usage
1
btstrapCBFse(dat_xts)
Arguments
dat_xts
xts object containing the returns data for multiple assets with unequal returns history.
Value
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.
Author(s)
Pushpak Sarkar
spushpak/UnequalReturnHist documentation built on May 24, 2019, 7:20 a.m.
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Description Usage Arguments Value Author(s)
Description
This function computes the standard error of estimated risk measures by the bootstrap method.
Usage
1 | btstrapCBFse(dat_xts)
|
Arguments
dat_xts |
xts object containing the returns data for multiple assets with unequal returns history. |
Value
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. |
Author(s)
Pushpak Sarkar
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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