Man pages for yukai-yang/FE
Data Sets and Functions for the Course "Financial Econometrics"
| betas | Compute the betas provided the returns and covariance matrx... |
| DJ_d | Dow Jones daily |
| DJ_w | Dow Jones weekly |
| EstCAPM | Estimate the CAPM model |
| factors_m | SMB and HML factor as constructed by Fama and French (1993). |
| Fama_MacBeth | Implement the Fama-MacBeth two-step cross-sectional... |
| FE | FE: A package for the master and PhD course "Financial... |
| index_d | Daily international stock indexes |
| LogLikelihood | Compute the log-likelihood function based on the residuals... |
| minvar_portfolio | Compute the minimum-variance portfolio |
| PCA | Principal component analysis |
| portcap_m | Value-weighted returns for size portfolios |
| portfolio_m | Value-weighted returns for portfolios |
| version | Show the version number of some information. |
