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Latest commit 16bc4ac Feb 16, 2017 @mhofert mhofert polishing

README

### R scripts for Chapter 6

06_Constructing_and_sampling_multivariate_distributions.R
   Illustrating the construction and sampling of several multivariate
   distributions (mostly elliptical)
06_Fitting_a_multivariate_normal_and_t.R
   Fitting a multivariate normal and t distribution to -log-returns of five Dow Jones stocks
06_Fundamental_factor_model.R
   Estimating a fundamental factor model using cross-sectional regression
06_Macroeconomic_factor_model.R
   Estimating a macroeconomic factor model using time-series regression
06_Multivariate_normal.R
   Simulating and estimating the multivariate normal
06_Multivariate_Student.R
   Simulating and estimating the multivariate Student
06_Multivariate_GH.R
   Estimating and comparing multivariate generalized hyperbolic models
06_PCA_factor_model.R
   Using PCA to construct a factor model