vcandila@unisa.it
Packages by Vincenzo Candila
dccmidas — 0.1.2
a year ago by Vincenzo Candila
DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models
rumidas — 0.1.3
2 months ago by Vincenzo Candila
Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS