TrungLeVn/MidasVaREs: Quantile regression with Mixed-Data Sampling
Perform quantile regression and expected shortfall estimation with mixed data sampling (MIDAS)
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Package details |
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| Author | Trung Hai Le <trunglh@hvnh.edu.vn> |
| Maintainer | Trung Hai Le <trunglh@hvnh.edu.vn> |
| License | What license is it under? |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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