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cran.r-project.org : rumidas
Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
Registry
- Documentation
- JSON
purl: pkg:cran/rumidas
License: GPL-3.0
Latest release: 3 months ago
First release: over 3 years ago
Dependent packages: 2
Dependent repositories: 1
Downloads: 221 last month
Last synced: 28 days ago
PWEV 0.1.0
PSO Based Weighted Ensemble Algorithm for Volatility Modelling1 version - Latest release: about 1 month ago - 5 downloads last month - 1 maintainer
dccmidas 0.1.2
DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving ...2 versions - Latest release: 3 months ago - 239 downloads last month - 1 maintainer