The details of requirement: The final task would be: need to reproduce the R-code of the paper: A Test of Covariance-Matrix Forecasting Methods. Which means that use 3 method that mention on the paper: [url removed, login to view] Historical Covariance. [url removed, login to view] Weighted Moving Average. 3. Dynamic Conditional Correlation GARCH . to forecast the covariance-matrix and then evaluate the performance of these covariance-matrix by their ability in out-of-sample tests to minimize the variance of portfolio. (We do not need code the last difficult part: The Global Minimum-Variance Portfolio with a Volatility Target) Require experience in time series analysis model and financial data!!
Hey, as we discussed here is my corrected bid. Please award me with this project after you created the milestone. Looking forward to work with you. Philipp
Bu iş için 6 freelancer ortalamada €368 teklif veriyor
I possess exceptional data and statistical analysis experience. I use Excel, STATA, R-Programming and SPSS software’s in qualitative and quantitative research and report writing. I hold MBA (Strategic Management) under Daha Fazla
I have a team of 10 people and all Ph.D. holders in Engineering, Computer Science, Humanities like Sociology, Psychology, Physics, Chemistry, Project Management, Information Technology etc. I offer course work help o Daha Fazla
"STATISTICS" is my favourite subject , get maximum stisfaction with the statistical based problems and feel comfort to solve perfectly with my 12 years experiences in this field, while it's about to use (R )programming Daha Fazla
As an Engineer in Statistics and Applied Economics and Microsoft Office Technician (Microsoft Graduate: MOS Diploma), I am available, able and ready to do this kind of work in the best conditions,
Dear client. I am Garvin from Russia. Thank you for job posting. what can I do for you? If you need my help please contact me.