btstrapMIse: Computes the standard error of estimated risk measures by the...

Description Usage Arguments Value Author(s)

Description

This function computes the standard error of estimated risk measures by the bootstrap method.

Usage

1
btstrapMIse(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.