[R-SIG-Finance] Assistance with rvine code
Hamdan Bukenya Ntare
h@mnt@re2020 @end|ng |rom gm@||@com
Mon May 17 21:18:46 CEST 2021
Hi Ole and Alexios,
Am sorry to be sending another email about the same issue. I thought
attaching the data i am using could be helpful.
I kindly request for your assistance with rvine code under the following
heading:
[R-SIG-Finance] rugarch + VineCopula
<https://stat.ethz.ch/pipermail/r-sig-finance/2014q3/012704.html>for value
at risk <https://stat.ethz.ch/pipermail/r-sig-finance/2014q3/012704.html>
When i use the code in R i get error messages.
My data file and code file can be found in the dropbox addresses below.
https://www.dropbox.com/scl/fi/x8lomluw3j0jeogb40qu6/rvine-code.docx?dl=0&rlkey=4fjnarpb15ct8m71w1i31qjfc
https://www.dropbox.com/scl/fi/f0ne4mxkc2n4iwiozvnqc/returns.xlsx?dl=0&rlkey=zs4p8pzc4zwzabc776a403a3a
It has 5 indices and when i replace 20 with 5 in the code, i still get
error messages. . Help me and adjust the code so that i can adapt it to my
dataset.
Kind regards
HB Ntare
[[alternative HTML version deleted]]
More information about the R-SIG-Finance
mailing list