I have to calculate the logreturn variance in the Heston model. How can I
do? Do you know some function that calculates it?
contenute in questo messaggio di posta elettronica sono strettamente
riservate e indirizzate esclusivamente al destinatario. Si prega di non
leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non
si è il legittimo destinatario dello stesso. Qualora tale messaggio sia
stato ricevuto per errore, si prega di restituirlo al mittente e di
cancellarlo permanentemente dal proprio computer.
The information contained
in this e mail message is strictly confidential and intended for the use of
the addressee only. If you are not the intended recipient, please do not
read, copy, forward or store it on your computer. If you have received the
message in error, please forward it back to the sender and delete it
permanently from your computer system.
I'm sure I don't know the answer, but I'll hazard a guess why no one has
responded in 3 hours. Generally persons submit question to Rhelp with
some code and data (or at least a description of the data). Questions
about theory are considered off-topic although sometimes addressed if
there seems to be some relationship to some aspect of the language.
Questions that show little individual effort at preliminary searching
may get ignored, and this is what I think is happening to yours at the
moment. Likewise requests for tutorials or solutions to what appear to
be homework questions with no prior effort are often met with
suggestions that you present evidence of knowing how to do basic
operations such as building simulated datasets.
There are quite a few CRAN Task Views and you might start there.
You posted in HTML. Rhelp is a plain text mailing list. I suggest you
read the Posting Guide and the List Info pages.
You might consider posting the question on the Stackexchange.com's
Quantitative Finance forum, but I would advise first reviewing their
[how to post] pages.
Don't post this question in this form to StackOverflow, since package
recommendation requests are off-topic there.
On 10/15/20 9:32 AM, Barbara Rogo via R-help wrote:
> I have to calculate the logreturn variance in the Heston model. How can I
> do? Do you know some function that calculates it?
> Thank you