Let θ = (μ1, μ2, A1,1, A1,2, A2,2, ν), where μj is the mean of the jth variable, A1,1, A1,2, and A2,2 are the nonzero elements of A, and ν is the degrees-of-freedom parameter.  (a) What does the code...


Let θ = (μ1, μ2, A1,1, A1,2, A2,2, ν), where μj is the mean of the jth variable, A1,1, A1,2, and A2,2 are the nonzero elements of A, and ν is the degrees-of-freedom parameter.


 (a) What does the code A = chol(cov(Y)) do?


 (b) Find θML, the MLE of θ.


 (c) Find the Fisher information matrix for θ. (Hint: The Hessian is part of the object fit mvt. Also, the R function solve will invert a matrix.)


 (d) Find the standard errors of the components of θML using the Fisher information matrix.


 (e) Find the MLE of the covariance matrix of the returns.


 (f ) Find the MLE of ρ, the correlation between the two returns (Y1 and Y2).



May 26, 2022
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