| Name : R-GARCHIto
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:25:08
|
| Group : Development/Libraries/Other
| Source RPM : R-GARCHIto-0.1.0-lp153.2.13.src.rpm
|
| Size : 0.20 MB
| |
| Packager : (none)
| |
| Summary : Class of GARCH-Ito Models
|
Description :
Provides functions to estimate model parameters and forecast future
volatilities using the Unified GARCH-Ito [Kim and Wang (2016)
< doi:10.1016/j.jeconom.2016.05.003>] and Realized GARCH-Ito [Song et.
al. (2020) < doi:10.1016/j.jeconom.2020.07.007>] models. Optimization is
done using augmented Lagrange multiplier method.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
