- Introduction to R for Quantitative Finance
- Gergely Daróczi Michael Puhle Edina Berlinger
- 69字
- 2021-07-23 14:13:59
Summary
In this chapter, we have applied R to selected problems in time series analysis. We covered the different ways of representing time series data, used an ARMA model to forecast house prices, improved our basic minimum variance hedge ratio using a cointegration relationship, and employed a GARCH model for risk management purposes. In the next chapter, you'll learn how you can use R for constructing an optimal portfolio.
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