Publications by C. Alberto Dorantes Dosamantes, Ph.D.
Workshop 3 - Financial Programming
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...
5563 sym
Workshop 2 - 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. At the beginning of the R Notebook write Workshop 2 - 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...
8301 sym R (2485 sym/32 pcs) 7 img
Workshop 1 solution - Financial Econometrics I
1 Financial returns A financial simple return for a stock (\(R_{t}\)) is calculated as a percentage change of price from the previous period (t-1) to the present period (t): \[ R_{t}=\frac{\left(Adjprice_{t}-Adjprice_{t-1}\right)}{Adjprice_{t-1}}=\frac{Adjprice_{t}}{Adjprice_{t-1}}-1 \] For example, if the adjusted price of a stock at the end o...
8768 sym R (5388 sym/39 pcs) 2 img
Workshop 1 - Financial Econometrics I
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. You have to replicate all the steps explained in this workshop, and ALSO you have to do whatever is asked. Any QUESTION or any STEP you need to do will be writ...
11821 sym R (9028 sym/60 pcs) 5 img
Workshop 1 - 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...
15297 sym R (8609 sym/56 pcs) 5 img
Workshop 2 - 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 (...
15026 sym R (4703 sym/38 pcs) 13 img
Workshop 2 solution - Financial Econometrics I
1 Q Analyzing Histograms of returns We start clearing our R environment: rm(list=ls()) # To avoid scientific notation for numbers: options(scipen=999) Using the getsymbols function, download MONTHLY prices of the Mexican market index (^MXX), the IPyC (Índice de Precios y Cotizaciones), and also download the S&P500 index from the US market (^G...
15017 sym R (4926 sym/50 pcs) 11 img
Workshop 3 - 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...
22432 sym R (6696 sym/93 pcs)
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...
8824 sym R (14427 sym/58 pcs) 3 img
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...
7289 sym 2 tbl