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VIRF (Q145540)

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Computation of Volatility Impulse Response Function of Multivariate Time Series
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English
VIRF
Computation of Volatility Impulse Response Function of Multivariate Time Series

    Statements

    instance of
    R package
    0 references
    last update
    1 May 2019
    0 references
    software version identifier
    0.1.0
    publication date
    1 May 2019
    0 references
    imports
    stats
    0 references
    rmgarch
    0 references
    mgarchBEKK
    0 references
    gnm
    0 references
    expm
    0 references
    BigVAR
    0 references
    ks
    0 references
    matrixcalc
    0 references
    matlib
    0 references
    programmed in
    R
    0 references

    Identifiers

    CRAN project
    VIRF
    0 references
     
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