[R] Dimensionality of Higher-Order Moments of rmgarch

2014-07-14 Thread dragomir nedeltchev
Hi Everybody, I wonder whether there are ways to reduce the dimensionality of calculating higher moments via rmgarch? How about real-cases when there are dozens of positions in the portfolio? Thank you. Best regards, Dragomir Nedeltchev [[alternative HTML version deleted

[R] R assistance

2010-02-02 Thread dragomir nedeltchev
Dear Madam/Sir, I read carefully The R Installation and Administration paper. I downloaded Rtools11.exe and I run it. As a result there is a directory R on my PC. Could you please tell me what should I do next in order to run R? Thank you in advance. BR Dragomir Nedeltchev