User Portlet
| Discussions |
|---|
| http://jonathankinlay.com/2017/01/copulas-risk-management/ Copulas in Risk Management on Page 4 has: SP500returns = Log[Drop[SP500prices[[All, 2]], 1]] - Log[Drop[SP500prices[[All, 2]], -1]]; NASDAQreturns = ... |
| Thanks again for your help. |