172 M. La Rocca and D. Vistocco
- Sharpe, W.: Determining a fund’s effective asset mix. Invest. Man. Rev. 2, 59–69 (1998)
- Wickham, H.: ggplot2: An implementation of the Grammar of Graphics. R package version
0.5.7, (2008) http://had.co.nz/ggplot2/. - Wood, S.N.: Generalized Additive Models: An Introduction with R. Chapman and Hall,
CRC (2006) - Wuertz, D., Chalabi, Y., Miklovic, M. et al.: fGarch: Rmetrics – Autoregressive Conditional
Heteroschedastic Modelling. R package version 260.72 (2007)
http://www.rmetrics.org