HARModel-package: Heterogeneous Autoregressive Models
In emilsjoerup/HARModel: Heterogeneous Autoregressive Models
HARModel-package R Documentation
Heterogeneous Autoregressive Models
Description
Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
References
Corsi, F. 2009, A Simple Approximate Long-Memory Model
of Realized Volatility, Journal of Financial Econometrics, 174–196 .
emilsjoerup/HARModel documentation built on Jan. 24, 2023, 12:17 a.m.
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| HARModel-package | R Documentation |
Heterogeneous Autoregressive Models
Description
Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
References
Corsi, F. 2009, A Simple Approximate Long-Memory Model
of Realized Volatility, Journal of Financial Econometrics, 174–196 .
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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