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r / packages / r-rm2006

Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.

Type Size Name Uploaded Downloads Labels
conda 24.3 kB | noarch/r-rm2006-0.1.1-r43h142f84f_0.tar.bz2  1 year and 2 months ago 23 main
conda 23.8 kB | noarch/r-rm2006-0.1.1-r42h142f84f_0.tar.bz2  2 years and 9 months ago 52 main
conda 23.6 kB | noarch/r-rm2006-0.1.0-r36h6115d3f_0.tar.bz2  5 years and 25 days ago 117 main

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