COGARCH.rm
Portfolio selection with Multivariate COGARCH(p,q) models

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COGARCH.rm: Portfolio selection with Multivariate COGARCH(p,q) models

COGARCH.rm: Portfolio selection with Multivariate COGARCH(p,q) models

Portfolio selection with ICA-COGARCH based homogeneous on risk measures and its further development.

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Package details
AuthorFrancesco Bianchi, Lorenzo Mercuri, Edit Rroji
MaintainerFrancesco Bianchi <francesco.bianchi04@icatt.it>
LicenseGPL-3
Version0.1.0
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R: 
install.packages("COGARCH.rm", repos="http://R-Forge.R-project.org")

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COGARCH.rm documentation built on May 2, 2019, 5:12 p.m.

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