Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Maintainer: Emil Sjoerup <[email protected]>
Corsi, F. 2009, A Simple Approximate Long-Memory Model
of Realized Volatility, Journal of Financial Econometrics, 174–196 .
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.