Quantitative Finance and Economics Lecture 7: Bootstrapping

This lecture of quantitative finance and economics covers bootstrapping.

1  Lecture Slides 

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R Bootstrap Examples

R codes: bootStrap.r

 

2  Introduction (2:43)

 

3  Bootstrap (26:06)

 

4  Performing Bootstrapping in R (18:10)

 

5  Bootstrapping VaR (8:44)

 

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