Search found 10 matches

by Stu
Mon Aug 12, 2013 1:13 pm
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

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by Stu
Mon Aug 12, 2013 12:51 pm
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

by Stu
Mon Aug 12, 2013 11:13 am
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

by Stu
Mon Aug 12, 2013 11:05 am
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

Gareth,

When i run it, it shows up 'Illegal date 1 1250 in “scalar x = @elem(ewma, "1 1250")"

What could be the problem here?
by Stu
Mon Aug 12, 2013 9:51 am
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

by Stu
Mon Aug 12, 2013 9:40 am
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

by Stu
Mon Aug 12, 2013 8:34 am
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

I run the programs, but it keeps showing up error messages. And have tried to adpat the codes, but couldnt figure out what the problem is!!
Could someone please help, by perhaps even giving some hints at the problems? I very much appreciate your time!

Thanks.
by Stu
Mon Aug 12, 2013 7:25 am
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

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by Stu
Sun Aug 11, 2013 4:16 pm
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Re: Rolling VaR estimates

by Stu
Sun Aug 11, 2013 7:51 am
Forum: Programming
Topic: Rolling VaR estimates
Replies: 14
Views: 16988

Rolling VaR estimates

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