Dow Jones Stock Market Index (3/4): Log Returns GARCH Model — R-bloggers

(This article was first published on R Programming – DataScience+, and kindly contributed to R-bloggers) Categories Advanced Modeling Tags Data Visualisation Linear Regression R Programming… 2,448 more words

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Dow Jones Stock Market Index (2/4): Trade Volume Exploratory Analysis — R-bloggers

(This article was first published on R Programming – DataScience+, and kindly contributed to R-bloggers) Categories Basic Statistics Tags Data Visualisation Import Data R Programming This is the second part of the 4-series articles about Dow Jones Stock Market. To read the first part go to this link. In this part, I am going to…

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Dow Jones Stock Market Index (1/4): Log Returns Exploratory Analysis — R-bloggers

(This article was first published on R Programming – DataScience+, and kindly contributed to R-bloggers) Categories Basic Statistics Tags Data Visualisation Import Data R Programming In this four-post series, I am going to analyze the Dow Jones Industrial Average (DJIA) index on years 2007-2018. The Dow Jones Industrial Average (DIJA) is a stock market index…

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Propensión marginal al consumo y estructura de gastos de consumo en España

Francisco Parra
20 de abril de 2018

Introducción

El objetivo del artículo es comprobar si la teoría del consumo Keynesiana, puede ser considerada desde una perspectiva micro, alejada de las tradicional supuesto de la elección entre bienes en base a las funciones de utilidad, para ello adoptaremos un supuesto más sociológico basado en la elección siguiendo un patrón determinado, aquí supondremos que cada individuo elige imitando el comportamiento de los individuos de la inmediata clase social de mayor renta, sujeto a una restricción de gasto que es la que determina la función de consumo Keynesiana, construida en base a grupos de clases sociales (percentiles). Para realizar dicho análisis utilizaremos técnicas de cluster, jerarquías en arboles mínimos de expansión, y técnicas de análisis de redes sociales, aplicadas a la Encuesta de Presupuestos Familiares de España.

Redes Sociales Consumo hogares

En R-Pub:

http://rpubs.com/PacoParra/439814

Visualizing the Capital Asset Pricing Model — R-bloggers

(This article was first published on R Views, and kindly contributed to R-bloggers) In a previous post, we covered how to calculate CAPM beta for our usual portfolio consisting of: + SPY (S&P500 fund) weighted 25% + EFA (a non-US equities fund) weighted 25% + IJS (a small-cap value fund) weighted 20% + EEM (an…

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Optimal Portfolios, or sort of…

Last week, we got our first class on portfolio optimization. We’ve seen Markowitz’s theory where expected returns and the covariance matrix are given, > download.file(url=”http://freakonometrics.free.fr/portfolio.r”,destfile = “portfolio.r”) > source(“portfolio.r”) > library(zoo) > library(FRAPO) > library(IntroCompFinR) > library(rrcov) > data( StockIndex ) > pzoo = zoo ( StockIndex , order.by = rownames ( StockIndex ) )…

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