VIRF
Computation of Volatility Impulse Response Function of Multivariate Time Series
Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012)
- Version0.1.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release05/01/2019
Team
Dr. Ranjit Kumar Paul
Mr. Ankit Tanwar
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- Imports8 packages