emilsjoerup/HARModel: Heterogeneous Autoregressive Models
Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.
Getting started
Browse package contents
Package details |
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| Author | Emil Sjoerup |
| Maintainer | Emil Sjoerup <emilsjoerup@live.dk> |
| License | GPL-3 |
| Version | 1.0 |
| URL | https://github.com/emilsjoerup/HARModel |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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