RasmusJensen96/VolatilityModelling: Work in progress volatility models for my personal usage

Non-gaussian volatility modelling; supports Gamma-GAS models pr. now

Getting started

Package details

AuthorRasmus M. Jensen
MaintainerRasmus M. Jensen <201801915@post.au.dk>
LicenseThe "MIT License"
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("RasmusJensen96/VolatilityModelling")
RasmusJensen96/VolatilityModelling documentation built on Aug. 13, 2020, 1:32 a.m.