JasonZhang2333/GarchMidas: GarchMidas

Estimating GARCH-MIDAS (MIxed-DAta-Sampling) models.

Getting started

Package details

AuthorJason Zhang
MaintainerJason Zhang <[email protected]>
LicenseMIT + file LICENSE
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("JasonZhang2333/GarchMidas")
JasonZhang2333/GarchMidas documentation built on May 24, 2019, 9:52 a.m.