fMultivar (Q33941): Difference between revisions

← Older edit

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+A collection of functions inspired by Venables and Ripley (2002) <doi:10.1007/978-0-387-21706-2>             and Azzalini and Capitanio (1999) <arXiv:0911.2093> to manage, investigate and analyze             bivariate and multivariate data sets of financial returns.
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+Statistical Applications of the Multivariate Skew Normal Distribution
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+Software:33941

Latest revision as of 19:16, 21 March 2024

Rmetrics - Modeling of Multivariate Financial Return Distributions

Language	Label	Description	Also known as
English	fMultivar	Rmetrics - Modeling of Multivariate Financial Return Distributions

Statements

instance of

R package

0 references

software version identifier

4021.83

publication date

18 July 2022

0 references

201.10059

publication date

20 April 2005

0 references

201.10060

publication date

18 May 2005

0 references

220.10063

publication date

2 November 2005

0 references

221.10065

publication date

22 February 2006

0 references

240.10067

publication date

13 October 2006

0 references

240.10068

publication date

22 October 2006

0 references

251.70

publication date

10 July 2007

0 references

260.71

publication date

2 October 2007

0 references

260.72

publication date

8 October 2007

0 references

270.73

publication date

23 October 2008

0 references

270.74

publication date

27 October 2008

0 references

290.75

publication date

16 April 2009

0 references

2100.76

publication date

29 October 2012

0 references

2152.77

publication date

7 November 2012

0 references

3011.78

publication date

6 September 2014

0 references

3042.80.1

publication date

7 March 2020

0 references

3042.80.2

publication date

17 June 2022

0 references

3042.80

publication date

16 November 2017

0 references

4031.84

publication date

11 July 2023

0 references

0 references

0 references

MaRDI software profile

0 references

last update

11 July 2023

0 references

description

A collection of functions inspired by Venables and Ripley (2002) <doi:10.1007/978-0-387-21706-2> and Azzalini and Capitanio (1999) <arXiv:0911.2093> to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

0 references

0 references

0 references

0 references

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0