ahoundetoungan/multifractal: Multifractal volatility models

Fit, simulate, and predict with multifractal models.

Getting started

Package details

AuthorDavid Ardia [aut], Arnaud Dufays [aut], Elisee Aristide Houndetoungan [aut, cre]
MaintainerElisee Aristide Houndetoungan <ariel92and@gmail.com>
LicenseGPL (>= 2)
URL https://github.com/ahoundetoungan/multifractal
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
ahoundetoungan/multifractal documentation built on Dec. 27, 2019, 2:17 a.m.