[R-SIG-Finance] Where can I obtain newer correlation matrices for the R CreditMetrics Package ?

Christian Langkamp christian.langkamp at gmxpro.de
Fri Mar 1 22:06:31 CET 2013

Previous message: [R-SIG-Finance] GMM for dynamic mdels: what if all models never passes Sargan test?
Next message: [R-SIG-Finance] Return.rebalancing and rebalancing on consecutive days
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130301/97cdfc1f/attachment.pl>

Previous message: [R-SIG-Finance] GMM for dynamic mdels: what if all models never passes Sargan test?
Next message: [R-SIG-Finance] Return.rebalancing and rebalancing on consecutive days
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-SIG-Finance mailing list