constructCBFData: Implements Combined Backfill for Multiple Asset Groups
In spushpak/UnequalReturnHist: Unequal Return History
Description
Usage
Arguments
Value
Author(s)
References
Description
This function implements Combined Backfill for Multiple Asset
Groups
Usage
1
constructCBFData(dat_xts)
Arguments
dat_xts
xts object containing the returns data for multiple assets with unequal return history.
Value
This function returns the combined backfilled (CBF) dataset.
Author(s)
Pushpak Sarkar
References
Jiang, Y. and Martin, R. D. (2016). "Turning Long and Short Return Histories into Equal Histories: A Better Way to Backfill Returns", https://ssrn.com/abstract=2833057.
spushpak/UnequalReturnHist documentation built on May 24, 2019, 7:20 a.m.
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Description Usage Arguments Value Author(s) References
Description
This function implements Combined Backfill for Multiple Asset Groups
Usage
1 | constructCBFData(dat_xts)
|
Arguments
dat_xts |
xts object containing the returns data for multiple assets with unequal return history. |
Value
This function returns the combined backfilled (CBF) dataset.
Author(s)
Pushpak Sarkar
References
Jiang, Y. and Martin, R. D. (2016). "Turning Long and Short Return Histories into Equal Histories: A Better Way to Backfill Returns", https://ssrn.com/abstract=2833057.
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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