| Name : R-facmodTS
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp154.1.1
| Date : 2023-11-09 12:00:14
|
| Group : Development/Libraries/Other
| Source RPM : R-facmodTS-1.0-lp154.1.1.src.rpm
|
| Size : 0.25 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Time Series Factor Models for Asset Returns
|
Description :
Supports teaching methods of estimating and testing time series factor
models for use in robust portfolio construction and analysis. Unique in
providing not only classical least squares, but also modern robust
model fitting methods which are not much influenced by outliers.
Includes returns and risk decompositions, with user choice of standard
deviation, value-at-risk, and expected shortfall risk measures. \"Robust
Statistics Theory and Methods (with R)\", R. A. Maronna, R. D. Martin,
V. J. Yohai, M. Salibian-Barrera (2019) < doi:10.1002/9781119214656>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
