Hello
I need to write a short guide for one of my course. Can you help me write the R codes using example (of your choice) datasets for the following topics:
Value at risk with:
normal distribution,
log-normal distribution,
t distribution,
skewed t distribution,
stable distribution,
Pereto distribution
Implementing any personally developed distribution (codes will be used, you need to show how to incorporate it)
and
GARCH
EGARCH models,
simulation techniques
historical simulation,
Monte Carlo simulation
bootstrapping.
These can be provided in form of a single document with short notes on each of the above (with simple theoretical notes and references but intensive in how to use R programming/codes) to help me teaching the topics.
I will appreciate if you provide all the relevant codes (used in examples) and their sources.
I will acknowledge your work in my teaching and promote you in academic community.
More work in future is waiting for you if you satisfied me with this.
Hi. I have good skills at forecasting, modeling, analysis. I apply six-sigma analysis, regression analysis. I can use F-criteria, t-criteria etc. I would like to start doing this job as soon as possible. If you need any samples of my previous work, feel free to ask. Check your PM.