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r_test / packages / r-rm2006

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

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	conda	23.6 kB	\| noarch/r-rm2006-0.1.0-r36h6115d3f_0.tar.bz2	5 years and 2 months ago	1	main