Posts by Ana Carolina Caetano • 21 points

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  Q: How to calculate monthly Cvar in R?

  I downloaded the daily Ibovespa quotations from 01-01-2012 to 31-12-2017 in the R. I need to calculate the monthly Cvar of these quotations. I downloaded the Performaceanalytics package, but when I…

  r

  asked 7 years, 7 months ago Ana Carolina Caetano 21