HARModel-package: Heterogeneous Autoregressive Models
In HARModel: Heterogeneous Autoregressive Models
Description
Details
Author(s)
References
Description
Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
References
Corsi, F. 2009, A Simple Approximate Long-Memory Model
of Realized Volatility, Journal of Financial Econometrics, 174–196 .
HARModel documentation built on Aug. 31, 2019, 5:05 p.m.
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Description Details Author(s) References
Description
Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
References
Corsi, F. 2009, A Simple Approximate Long-Memory Model
of Realized Volatility, Journal of Financial Econometrics, 174–196 .
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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