r-rm2006
Estimation the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
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| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
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noarch/r-rm2006-0.1.0-r36h6115d3f_0.tar.bz2 | conda | 0.1.0 | noarch | main | Oct 15, 2019, 04:53 PM | 23.65 KB | 1 |