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How can I calculate daily portfolio returns having daily stock returns and monthly portfolio weights?
Hi, I am trying to calculate daily portfolio returns having a 143x43 matrix of portfolio weights( 143 months, 43 stocks) and ...
거의 10년 전 | 답변 수: 0 | 0
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How to allocate an output of 2 rows in a loop?
Hi everybody, I am trying to create a loop using the function mvregress. I need to estimate coefficients, as well as the oth...
대략 10년 전 | 답변 수: 1 | 0
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Test significance parameters mvnrmle regression
I downloaded STOXX50 costintuents daily and monthly returns from Datastream. I initally used daily returns running that mvnrmle ...
Test significance parameters mvnrmle regression
I downloaded STOXX50 costintuents daily and monthly returns from Datastream. I initally used daily returns running that mvnrmle ...
대략 10년 전 | 0
답변 있음
Test significance parameters mvnrmle regression
Thank you Brendan! Actually I used that script because I'm quite new to Matlab, so I follow the author. Once I run the fitlm, is...
Test significance parameters mvnrmle regression
Thank you Brendan! Actually I used that script because I'm quite new to Matlab, so I follow the author. Once I run the fitlm, is...
대략 10년 전 | 0
질문
Test significance parameters mvnrmle regression
Hi to all, I'm trying to figure out how to estimate the t-score for the parameters fitted by the function mvnrmle. I have to...
대략 10년 전 | 답변 수: 3 | 0
