I have to calculate the logreturn variance in the Heston model. How can I
do? Do you know some function that calculates it?
Thank you
Barbara
--
Le informazioni
contenute in questo messaggio di posta elettronica sono strettamente
it
estimate three parameters (for example if the model is GARCH(1,1)) in every
day?
Thanks for your help.
2015-08-04 19:25 GMT+02:00 Barbara Rogo barbara.r...@uniroma1.it:
I have to estimate the volatility of FTSE/MIB index with a GARCH model
from 2012-06-21 to 2015-04-30, in every day. I use garchFit
I have to estimate the volatility of FTSE/MIB index with a GARCH model from
2012-06-21 to 2015-04-30, in every day. I use garchFit function, but I
don't understand the meaning of se.coef output. Does this function estimate
the volatility in every day of the time series (in input)? So does it
I have this problem with this form:
min (A*X) under some constraints.
the unknown is X that is a Matrix. I can't use the function linp because
in it X is a vector..
How can I do??? Can you help me
[[alternative HTML version deleted]]
__
I have to built a graphic with a time series of returns, but it have not a
frequency (for example monthly in one year). On the x of the graphic I need
to see only the year and not all the date (for example, 1996-01-02 ,
1996).
How I can do this
Thank you
[[alternative HTML version
I have to construct a vector of date with a cycle for. I use the function
seq, but when I allocate in a vector, this becomes a number!!!
How do I have? thank you
Example:
dataval=as.Date(2011/07/01)
date_val=seq(dataval,length=260,by=-7 day)
date_inizio=c()
What is the function to have the entire part of a number?
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
I have lost the work of 2 days for problems to my pc. Can I get back it?
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
I have the y-axe in a grafich that has as extreme limit 0.00 and 1.50. plot
gives me the interval 0.0, 0.5,1.0,1.5 but I want:
0.00,0.15,0.30 and so on with 2 decimals. How can I do? Thanks
[[alternative HTML version deleted]]
__
I have a sequence of number from 1 to 40 and I have to extract a random
sequence, for example:
1) 1, 2 3, 4, ...40
2) 2, 10, 9 , 25
e so on for 5000 times. How I can do
Thanks
[[alternative HTML version deleted]]
__
Why sometimes I have error???
In this code I use solve.QP, and I have error sometimes and other times no. Why?
Thanks...
matr.dati=cbind(c(0.035,0.065,0.040,0.130,0.120,0.140,0.100,0.090),c(0.0750,0.2150,0.0550,0.2280,0.1858,0.2450,0.1555,0.1650))
0.040 0.0550
0.130 0.2280
I have a vector that have null elements. How to remove these elements?
For example:
x=[10 0 30 40 0 0] I want the vector y=[10 30 40]
Thanks
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
I have a graphic that I design with the command plot, and I want to add
another graphic. If I use another time the command plot
with parameter add=TRUE It's wrong. Why? How I can resolve this problem?
Thanks
[[alternative HTML version deleted]]
I have to calculate the value of a set of parameter that minimize a function
(scarti) with constrains. I know that scarti is
right.
Then, why I have error??? I don't understand!!! Help, thanks, it's very
important!!!
This is the routine:
Is there a command as mat.or.vec(nr,nc) to create an array that I must
calculate with more cicle?
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting
is there a command like mat.or.vec for an array that I have to create with a
cicle for?
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
I must to create an array with dimensions 120x8x500. Better I have to make 500
simulations of 8 series of return from a multivariate
normal distribution. there's the command mvrnorm but how I can do this
repeating the simulation 500 times?
[[alternative HTML version deleted]]
Devo risolvere un problema di minimo vincolato con vincoli di uguaglianza e un
altro con vincoli di uguaglianza e disuguaglianza.
Cosa posso utilizzare?
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
Sto imparando ora ad utilizzare R. Ho un problema: devo caricare i dati da un
file xls creato da me, utilizzando la funzione
read.xls produce il seguente errore:
Errore in xls2csv(xls, sheet, verbose = verbose, ..., perl = perl) :
Unable to read xls file 'indagineUSA.xls'.
Errore in
19 matches
Mail list logo