RM2006
RiskMetrics 2006 Methodology
Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007)
- Version0.1.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release11/08/2020
Documentation
Team
Carlos Trucios
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