Quick info
Carlos Trucios has worked on 4 packages so far. In total, Carlos Trucios has worked with 1 other author on those packages. Nice teamwork!
Packages overview
Package details
| HierPortfolios | Hierarchical Clustering-Based Portfolio Allocation Strategies Carlos Trucios , Moon Jun Kwon |
| RM2006 | RiskMetrics 2006 Methodology |
| RobGARCHBoot | Robust Bootstrap Forecast Densities for GARCH Models |
| StatPerMeCo | Statistical Performance Measures to Evaluate Covariance Matrix Estimates |