[R-SIG-Finance] Back test report in Rugarch
Brian G. Peterson
brian at braverock.com
Wed May 2 14:14:30 CEST 2012
You have not followed the posting guid and provided a minimally
reproducible example.
On Wed, 2012-05-02 at 13:03 +0100, Papa sen wrote:
> Dear all,
> Please I did backtesting using rugarch and got the following. Finding it difficult to make sense of out of the result.
> Please any help would be appreciated. I need some few comments. Also it appears that the backtest length does not change (i may be wrong)Find the output below:
> VaR Backtest Report
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