Realized Covariance Matrix Calculation
£20-250 GBP
Kiszállításkor fizetve
I need help computing the realized covariance matrix based on daily returns of exchange rates following the same methodology as in a paper (Pricing currency risks, Journal of Finance). I already have a code which does the computation but somehow I don't get the same values (but I get the same shape) [see details in the attached .ipynb file]. I provide all the data needed. Just need someone to go over my code and try to get the correct Covariance Matrices.
Ideal Skills:
- Proficient in statistical analysis
- Experienced with time series data
- Familiar with finance and economics
- Python
Projektazonosító: #39030385
A projektről
45 szabadúszó tett átlagosan 114£ összegű árajánlatot erre a munkára
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