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Nirvair Vig


Imperial College

Active since 2013

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Question


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 ago | 0 answers | 0

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answers

Question


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 ago | 0 answers | 0

0

answers

Question


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 ago | 1 answer | 0

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