RM2006: RiskMetrics 2006 Methodology

Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.

Version:	0.1.1
Published:	2020-11-08
Author:	Carlos Trucios
Maintainer:	Carlos Trucios <ctrucios at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
In views:	Finance
CRAN checks:	RM2006 results

Documentation:

Reference manual:

RM2006.pdf

Downloads:

Package source:	RM2006_0.1.1.tar.gz
Windows binaries:	r-devel: RM2006_0.1.1.zip, r-release: RM2006_0.1.1.zip, r-oldrel: RM2006_0.1.1.zip
macOS binaries:	r-release (arm64): RM2006_0.1.1.tgz, r-oldrel (arm64): RM2006_0.1.1.tgz, r-release (x86_64): RM2006_0.1.1.tgz, r-oldrel (x86_64): RM2006_0.1.1.tgz
Old sources:	RM2006 archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RM2006 to link to this page.