computational-finance-and-financial-econometrics-with-r:计算金融和金融计...
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computational-finance-and-financial-econometrics-with-r-master.zip （62个子文件） 
computational-finance-and-financial-econometrics-with-r-master Lab-5---Analyzing-Stock-Returns 
Return distribution comparison 354B Create graphical summary for a return series 548B Getting the financial data 1KB Compute univariate descriptive statistics 527B Annualized monthly estimates 278B Calculating the returns 442B Plotting financial data with PerformanceAnalytics 789B Bivariate graphical analysis 241B Lab-2---Random-Variables-and-Probability-Distributions Compute simple total returns and dividend yields 194B Determine the value-at-risk of simple monthly returns 232B Compute continuously compounded monthly returns 151B Compute annual returns 196B 3 176B Compute probabilities 275B Compute quantiles 175B Determine the value-at-risk of continuously compounded monthly returns 262B Compute simple monthly returns 150B Add second normal curve 350B Lab-8---Computing-efficient-portfolios-using-matrix-algebra The CER model 454B The efficient frontier 347B The tangency portfolio 605B Loading in your data set 557B The global minimum variance portfolio - Part Two 436B The global minimum variance portfolio - Part One 348B An efficient portfolio 532B The global minimum variance portfolio - End game 261B README.md 114B Compute probabilities 274B Lab-6---Constant-expected-return-model Normality of the asset returns 148B Download the data and calculate the returns 1KB Estimate the standard error of the correlation parameter 380B Bootstrapping 412B The standard error of the variances 280B Hypothesis test for the mean 92B Hypothesis test for the correlation 165B Return-Calculations Compare simple and continuously compounded returns.R 525B Calculate simple returns 343B Graphically compare the simple and continuously compounded returns 498B Calculate growth of $1 invested in SBUX 399B Add dates to simple return vector 498B Compute continuously compounded 1-month returns 536B Lab-4---Simulating-Time-Series-Data A different MA(1) model 688B Simulate data from a MA(1) model 145B Plotting the theoretical and the sample ACF 728B An AR(1) model 677B Plot the data from the simulated MA(1) model 296B Lab-3---Bivariate-Distributions Simulate data 329B Plot the simulated data 215B Uncorrelated random variables 862B Compute a joint probability 535B Negatively correlated random variables 868B Covariance matrix 240B Add lines to the plot 274B Lab-7---Introduction-to-portfolio-theory The CER model 720B Tangency Portfolio 415B Global Minimum Variance Portfolio 978B An Efficient Portfolio with 30% Tangency 1KB The Sharpe Slope 188B Loading in your data set 230B Tangency portfolio and T-bills 1KB Adding T-bills to your portfolios 886B A portfolio of Boeing and Microsoft stock 871B资源评论
