Hi all,
We have been working on an ES backtest that only requires expected
shortfall forecasts (no quantiles or other inputs) besides the returns.
This is in striking contrast to all other available backtests.
The paper is going to be published in the next few days in JFEC. This is
the abstract:
Hello,
after I updated all my R packages today, loading the rugarch library yields
a memory not mapped error.
> sessionInfo()
R version 3.3.1 (2016-06-21)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04 LTS
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_U
Hello,
I just wanted to let you know that wiping all R packages and starting from
scratch solved my problem. Sorry for not trying that first.
Regards
Sebastian
2016-10-18 17:15 GMT+02:00 Sebastian Bayer
:
> Hello,
>
> after I updated all my R packages today, loading the rugarc
