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Need help to reproduce R-code from a portfolio analysis paper

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 5 method that mention on the paper: [url removed, login to view] Historical Covariance. [url removed, login to view] Historical Covariance With Shrinkage. [url removed, login to view] Weighted Moving Average. 4. Dynamic Conditional Correlation GARCH 5. Generalized Orthogonal 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!!

技能: 数据处理, 数学, R 编程语言, 统计分析

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( 0个评论 ) Germany

项目ID: #16730019

12 威客就此工作平均出价 €575

VolKa

Hi. I have an experience in such a models and think will be able to do this. Regards................

€500 EUR 在10天内
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6.3
dinhfreedom

-----Very Nice Job. Professional Math & R programming & Statistics expert. Best result in time----- [login to view URL] I read your description very carefully. I am very interesting for your project because I have rich expe 更多

€750 EUR 在5天内
(18条评论)
4.9
cyash61

Hello, I am a data analyst with 6 years of experiene working with clients across the globe on statistical analysis of financial and transactional data. With over 40 projects completed in financial analysis in th 更多

€750 EUR 在10天内
(6条评论)
4.0
healthmonkey

Hey, my name is Philipp and I am a statistical programmer and data scientist with background in quantitative finance. I would be interested helping you replicating the variance co-variance methods mentioned in the 更多

€600 EUR 在3天内
(2条评论)
3.7
nodinh325

Hi, I am expert in Statistics. I am very familiar with R. I can help you with high quality. I saw the attached file carefully. Thanks.

€250 EUR 在10天内
(8条评论)
4.0
chumkibhowmick

I have written a paper on time series modelling in R, Currently doing a paper in portfolio optimisation in R. I am a full-time freelancer looking for a long term business alliance. I have a 5 star rated profile in Upwo 更多

€722 EUR 在15天内
(3条评论)
3.9
BOUSSATA

Hi there, I saw your project details and it looks interesting. I'm experienced with using R software. As I said your project looks interesting but it gonna take some time to realize it. How much time do you need to rea 更多

€555 EUR 在10天内
(1条评论)
1.6
sunprah2018

I am an MBA, and ex-investment banker. I assure all my clients a high quality work in a stipulated time period. My skill set includes the following: 1. Statistics 2. Financial Modelling 3. PowerPoint Presentation 更多

€700 EUR 在12天内
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1.2
merBettin

I have experience and knowledge in empirical and modelling data analysis using R and Python, with application in scientific research and modelling. I have also written scientific manuscripts. Please find some examples 更多

€544 EUR 在10天内
(1条评论)
1.0
€250 EUR 在7天内
(0条评论)
0.0
€555 EUR 在10天内
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0.0
anskkamalsingh

A proposal has not yet been provided

€722 EUR 在2天内
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0.0