rickycant90/BMLgarch: Econometric and Mathematic tools for market analysis and portfolio optimization.

PCA,factor models, orthogonal MSGARCH, random forest models, factor forest models, portfolio optimization.

Getting started

Package details

AuthorRiccardo Cantarella
MaintainerThe package maintainer <[email protected]>
Licensenone.
Version0.1.1
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("rickycant90/BMLgarch")
rickycant90/BMLgarch documentation built on Oct. 1, 2017, 5:11 p.m.