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Packages by Vincenzo Candila

dccmidas — 0.1.2

9 months 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 — 0.1.2

9 months ago by Vincenzo Candila

Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS

welo — 0.1.4

8 months ago by Vincenzo Candila

Weighted and Standard Elo Rates

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