Abdoulhaki/MDSV: Multifractal Discrete Stochastic Volatility

Estimating and forecasting financial data with MDSV model

Package details

AuthorKassimou Abdoul Haki Maoude [cre, aut]
MaintainerKassimou Abdoul Haki MAOUDE <abdoulhaki.maoude@aiesec.net>
LicenseGPL-3 + file LICENSE
Version1.0
URL https://github.com/Abdoulhaki/MDSV
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Abdoulhaki/MDSV")
Abdoulhaki/MDSV documentation built on July 6, 2024, 4:03 p.m.