| Name : R-geovol
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.12
| Date : 2024-06-14 11:19:28
|
| Group : Development/Libraries/Other
| Source RPM : R-geovol-1.0-lp153.1.12.src.rpm
|
| Size : 0.04 MB
| |
| Packager : (none)
| |
| Summary : Geopolitical Volatility (GEOVOL) Modelling
|
Description :
Simulation, estimation and inference for the geopolitical volatility
(GEOVOL) model of Engle and Campos-Martins (2020)
< doi:10.2139/ssrn.3685213>, where GEOVOL is modelled as a latent
multiplicative volatility factor with heterogeneous factor loadings.
Estimation is carried out as a maximization-maximization procedure,
where GEOVOL and the GEOVOL loadings are estimated iteratively until
convergence.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
