r-rm2006
Estimation the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
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Summary
Estimation the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
Last Updated
Oct 15, 2019 at 16:53
License
GPL-2
Total Downloads
1
Supported Platforms
noarch