RM2006 (0.1.0)

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RiskMetrics 2006 Methodology.


Estimation the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) .

Maintainer: Carlos Trucios
Author(s): Carlos Trucios

License: GPL (>= 2)

Uses: Does not use any package

Released 9 months ago.



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