GitHub - b2q/XFG: Quantnet: XFG quantlets

Name		Name	Last commit message	Last commit date
Latest commit History 55 Commits
DGdecompS		DGdecompS
StandardNormalCharf		StandardNormalCharf
VaRDGdecomp		VaRDGdecomp
VaRDGdecompG		VaRDGdecompG
VaRcdfDG		VaRcdfDG
VaRcharfDG		VaRcharfDG
VaRcharfDGF2		VaRcharfDGF2
VaRcorrfDGF2		VaRcorrfDGF2
VaRcumulantDG		VaRcumulantDG
VaRcumulantsDG		VaRcumulantsDG
VaRestMC		VaRestMC
VaRqDG		VaRqDG
XFGELESC		XFGELESC
XFGIndustryBreakdown		XFGIndustryBreakdown
XFGLSK		XFGLSK
XFGRegionsBreakdown		XFGRegionsBreakdown
XFGRsquared		XFGRsquared
XFGSPDcb		XFGSPDcb
XFGSPDcb2		XFGSPDcb2
XFGSPDcom		XFGSPDcom
XFGSPDoneday		XFGSPDoneday
XFGSPDonemonth		XFGSPDonemonth
XFGSummary2		XFGSummary2
XFGVaRcgfDGtest		XFGVaRcgfDGtest
XFGVaRcharfDGtest		XFGVaRcharfDGtest
XFGVaRestMC		XFGVaRestMC
XFGcofi		XFGcofi
XFGdist		XFGdist
XFGexc		XFGexc
XFGexp_rtn_ES_2d		XFGexp_rtn_ES_2d
XFGexp_rtn_SRM		XFGexp_rtn_SRM
XFGexp_rtn_SRM_2d		XFGexp_rtn_SRM_2d
XFGiv00		XFGiv00
XFGiv02		XFGiv02
XFGiv03		XFGiv03
XFGiv04		XFGiv04
XFGiv05		XFGiv05
XFGiv06		XFGiv06
XFGpp		XFGpp
XFGqDGtest		XFGqDGtest
XFGriskaversion		XFGriskaversion
XFGriskaversion2		XFGriskaversion2
XFGseries		XFGseries
XFGsummary		XFGsummary
XFGtimeseries		XFGtimeseries
XFGtreasury		XFGtreasury
XFGyields		XFGyields
cdf2quant		cdf2quant
gFourierInversion		gFourierInversion
kernel		kernel
regxest		regxest