Publications by C. Alberto Dorantes Dosamantes, Ph.D.
Workshop 8- Financial Econometrics II
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document (File -> New File -> R Notebook), where you have to write whatever is asked in this workshop. At the beginning of the R Notebook write Workshop 7 - Financial Econometrics II and your name (as we did in previous workshop). You have to replicate all the s...
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Workshop 8 - Financial Programming
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document to write whatever is asked in this workshop. You have to solve CHALLENGE exercises. It is STRONGLY RECOMMENDED that you write your OWN NOTES as if this were your notebook. Your own workshop/notebook will be very helpful for your further study. Keep savi...
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Workshop 5 - Financial Econometrics II
1 General directions for this Workshop You will work in RStudio. It is strongly recommended to have the latest version of R and RStudio. Once you are in RStudio, do the following. Create an R Notebook document (File -> New File -> R Notebook), where you have to write whatever is asked in this workshop. More specifically, you have to: Replicate a...
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Workshop 5 - Financial Econometrics I
1 General directions for this Workshop You will work in RStudio. It is strongly recommended to have the latest version of R and RStudio. Once you are in RStudio, do the following. Create an R Notebook document (File -> New File -> R Notebook), where you have to write whatever is asked in this workshop. More specifically, you have to: Replicate a...
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Workshop 4 Solution - Financial Econometrics I
1 Q Simple regression model In a simple regression model is used to understand the linear relationship between two variables assuming that one variable, the independent variable (IV), can be used as a predictor of the other variable, the dependent variable (DV). In this part we illustrate a simple regression model with the Market Model. The Marke...
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Workshop 5 - Financial Programming
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document to write whatever is asked in this workshop. You have to solve CHALLENGE exercises. It is STRONGLY RECOMMENDED that you write your OWN NOTES as if this were your notebook. Your own workshop/notebook will be very helpful for your further study. Keep savi...
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Workshop 3 Solution - Financial Econometrics I
1 Downloading data First, I load the libraries library(quantmod) Then, I download the data from Yahoo Finance using getSymbols from January 2016 to Aug 2021: getSymbols(c("AAPL", "MSFT"), from="2016-01-01", to="2021-08-31", periodicity="monthly", src="yahoo") ## [1] "AAPL" "MSFT" Notice that the objects AAPL and MSFT were created in y...
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Workshop 4 - Financial Programming
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document to write whatever is asked in this workshop. You have to solve CHALLENGE exercises. It is STRONGLY RECOMMENDED that you write your OWN NOTES as if this were your notebook. Your own workshop/notebook will be very helpful for your further study. Keep savi...
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Workshop 4 - Financial Econometrics I
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document to write whatever is asked in this workshop. At the beginning of the R Notebook write Workshop 3 - Financial Econometrics II and your name (as we did in previous workshop). You have to replicate all the steps explained in this workshop, and ALSO you hav...
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Workshop 4 - Financial Econometrics II
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document (File -> New File -> R Notebook), where you have to write whatever is asked in this workshop. At the beginning of the R Notebook write Workshop 2 - Financial Econometrics II and your name (as we did in previous workshop). Create an R Notebook document (...
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