Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012) <doi.org/10.1016/j.eneco.2012.03.003>.
|Author||Dr. Ranjit Kumar Paul and Mr. Ankit Tanwar|
|Maintainer||Dr. Ranjit Kumar Paul <[email protected]>|
|Package repository||View on CRAN|
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