TrungLeVn/MidasVaREs: Quantile regression with Mixed-Data Sampling

Perform quantile regression and expected shortfall estimation with mixed data sampling (MIDAS)

Getting started

Package details

AuthorTrung Hai Le <[email protected]>
MaintainerTrung Hai Le <[email protected]>
LicenseWhat license is it under?
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("TrungLeVn/MidasVaREs")
TrungLeVn/MidasVaREs documentation built on May 24, 2019, 8:50 a.m.