rumidas
cranv0.1.3Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS. Adds the MIxing-Data Sampling (MIDAS, Ghysels et al. (2007) <doi:10.1080/07474930600972467>) components to a variety of GARCH and MEM (Engle (2002) <doi:10.1002/jae.683>, Engle and Gallo (2006) <doi:10.1016/j.jeconom.2005.01.018>, and Amendola et al. (2024) <doi:10.1016/j.seps.2023.101764>) models,
License GPL-3strong copyleft0 versions1 maintainers9 deps105 weekly dl
https://CRAN.R-project.org/package=rumidas41
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curl https://depscope.dev/api/check/cran/rumidasFirst published · 2025-03-22 17:22:10
Last updated · 2025-03-18T12:40:15+00:00