ihabo01
ihabo01
/ MSFT stock historic evolution VS GARCH(2,2) simulated evolution.R
Last active
November 12, 2015 18:02
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| #Required libraries | |
| library("stockPortfolio") | |
| library("rugarch") | |
| #clean memory | |
| rm(list = ls()) | |
| #get the MSFT datafrom Yahoo!Finance | |
| ticker = c("MSFT") | |
| fullstocks = getReturns(ticker, "day", start="2008-01-01") |
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| "output": { | |
| "type": "object", | |
| "properties": { | |
| "U": { | |
| "type": "numeric[][]", | |
| "description": "Left side orthogonal matrix U" | |
| }, | |
| "d": { | |
| "type": "numeric[]", | |
| "description": "Array containing the diagonal elements of the diagonal matrix D" |