Riskmetricsdataalpha freeware
Riskmetricsdataalpha
Added: June 20, 2013 | Visits: 286
RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for the univariate case or an [( n x n )x m]...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): RiskMetrics Download |