R-SIG-Finance June 2021

Thread Subject Author Date

3 messages in 2 threads

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Cumulative Impulse Response Function for Garch models

1 msg · Jun 15

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

Return.portfolio contribution documentation incorrect.

2 msgs · Jun 15 – Jun 15

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