r-rm2006
Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
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Summary
Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
Last Updated
Jun 27, 2022 at 20:10
License
GPL-2
Total Downloads
271
Supported Platforms
noarch