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3 results for “from:Fernando Martins”

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Problem making a package using S4 objects.

Fernando Martins · May 29, 2009 · r-help

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Problem making a package using S4 objects.

Fernando Martins · Jun 4, 2009 · r-help

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rmgarch - dccforecast function

Fernando Martins Diniz · Mar 6, 2015 · r-sig-finance

Dear R users, I am using the dccforecast function in the package rmgarch. In the future I will the result to run a portfolio backtest. For this reason I am doing the calculations in a loop. rollingDCCmatrix <- function(data, eligibleAssets...

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