Nothing
RM2006: RiskMetrics 2006 Methodology
Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Carlos Trucios |
| Maintainer | Carlos Trucios <ctrucios@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the RM2006 package in your browser
Any scripts or data that you put into this service are public.
