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VIRF: Computation of Volatility Impulse Response Function of Multivariate Time Series
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>.
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Package details |
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| Author | Dr. Ranjit Kumar Paul and Mr. Ankit Tanwar |
| Maintainer | Dr. Ranjit Kumar Paul <ranjitstat@gmail.com> |
| License | GPL |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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