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質問
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 ...
10年弱 前 | 0 件の回答 | 0
0
回答質問
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...
約10年 前 | 1 件の回答 | 0
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回答回答済み
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 ...
約10年 前 | 0
回答済み
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...
約10年 前 | 0
質問
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...
約10年 前 | 3 件の回答 | 0
