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Number of lags HAC function considers
I needed help using the HAC function in the new MATLAB R2013a. Could someone please tell me how many lags the HAC looks back? ...
12 years 前 | 0 个回答 | 0
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Number of lags HAC function considers
I needed help using the HAC function in the new MATLAB R2013a. Could someone please tell me to how many lags does the HAC look ...
12 years 前 | 0 个回答 | 0
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Mean Variance optimisation (self-financing strategy)
Hi, I want to change my weights in order to find the optimal weights which will maximise a sharpe ratio. I am looking at the ...
12 years 前 | 1 个回答 | 0
