JFE

Tools for Analyzing Time Series Data of Just Finance and Econometrics

Last update: 15 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.5.3, 2.5.4, 1.0, 1.2, 1.3, 2.0, 2.1.1, 2.1.3, 2.5.1, 2.5.2, 2.5.5, 2.5.6

Description

Offers procedures to support financial and economic time series modelling and enhanced procedures for computing the investment performance indices of Bacon (2004) <doi:10.1002/9781119206309>.

Cites work

Practical Portfolio Performance Measurement and Attribution

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