r-rm2006
Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
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noarch/r-rm2006-0.1.1-r43h142f84f_0.tar.bz2 | conda | 0.1.1 | noarch | main | Jan 16, 2024, 10:29 PM | 24.32 KB | 37 | |
noarch/r-rm2006-0.1.1-r42h142f84f_0.tar.bz2 | conda | 0.1.1 | noarch | main | Jun 27, 2022, 08:10 PM | 23.76 KB | 65 | |
noarch/r-rm2006-0.1.0-r36h6115d3f_0.tar.bz2 | conda | 0.1.0 | noarch | main | Mar 10, 2020, 09:56 PM | 23.65 KB | 130 |