RV: Test data for Large t-VAR
In lucabarbaglia/t-VAR: Penalized Vector AutoRegressions with t-innovations
Description
Usage
Format
See Also
Description
A matrix TxN of log-transformed realized volatilities for N=5 stocks and T=500 observations.
Usage
1
Format
A matrix TxN of log-transformed realized volatilities for N=5 stocks and T=500 observations.
See Also
Large.tVAR to fit a large t-VAR.
lucabarbaglia/t-VAR documentation built on Feb. 27, 2021, 3:46 a.m.
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Description Usage Format See Also
Description
A matrix TxN of log-transformed realized volatilities for N=5 stocks and T=500 observations.
Usage
1 |
Format
A matrix TxN of log-transformed realized volatilities for N=5 stocks and T=500 observations.
See Also
Large.tVAR to fit a large t-VAR.
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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