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: [login to view URL] Historical Covariance. [login to view URL] 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
5 freelanceria on tarjonnut keskimäärin %project_bid_stats_avg_sub_26% %project_currencyDetails_sign_sub_27% tähän työhön
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,