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(Q134811)
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Class of GARCH-Ito Models
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Label
Description
Also known as
English
GARCHIto
Class of GARCH-Ito Models
Statements
instance of
R package
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last update
14 September 2020
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software version identifier
0.1.0
publication date
14 September 2020
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author
Xinyu Song
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maintained by
Xinyu Song
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copyright license
GNU General Public License, version 3.0
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imports
stats
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Rsolnp
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cites work
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
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Volatility analysis with realized GARCH-Itô models
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programmed in
R
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depends on software
R
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MaRDI profile type
MaRDI software profile
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Identifiers
CRAN project
GARCHIto
0 references
Sitelinks
Mathematics
(1 entry)
mardi
Software:134811
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