onnokleen/mfGARCH onnokleen/mfGARCH

  • Stars
    star
    59
  • Rank 508,105 (Top 11 %)
  • Language
    R
  • License
    Other
  • Created over 7 years ago
  • Updated over 1 year ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
onnokleen/mfGARCH
github

onnokleen

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

An R package for using mixed-frequency GARCH models

More Repositories

1

alfred

An R-package for obtaining real-time data from ALFRED database
R
20
star
2

crypto-index

Market index for cryptocurrencies
R
2
star
3

volatility-forecasting

https://www.volatility-forecasting.de/
1
star
4

HARforest

R
1
star