compute_sigma_0 {TVMVP}R Documentation

Compute Sigma_0 p.93 Su and Wang (2017).

Description

Compute Sigma_0 p.93 Su and Wang (2017).

Usage

compute_sigma_0(res_set, iT, ip)

Arguments

res_set

Residuals.

iT

Number of time periods.

ip

Number of assets.

Value

Sigma_0 from page 93 in Su and Wang (2017).


[Package TVMVP version 1.0.5 Index]