R-SIG-Finance June 2021

Thread Subject Author Date

3 messages in 2 threads

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Return.portfolio contribution documentation incorrect.

2 msgs Jun 15

Ilya Kipnis Return.portfolio contribution documentation incorrect. Jun 15, 2021

Eric Zivot Return.portfolio contribution documentation incorrect. Jun 15, 2021

Cumulative Impulse Response Function for Garch models

1 msg Jun 15

Doumbia Souleymane Cumulative Impulse Response Function for Garch models Jun 15, 2021