onnokleen/mfGARCH: Estimating Mixed-Frequency GARCH Models
Version 0.1.0

This is an R package accompanying the paper ‘‘Forecasting Using Multiplicative Volatility Component Models’’ by Conrad, Christian and Kleen, Onno (2017). In this paper, we ...

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.0
URL https://github.com/onnokleen/mfGARCH/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("onnokleen/mfGARCH")
onnokleen/mfGARCH documentation built on Jan. 21, 2018, 5:34 p.m.