rumidas (Q128847): Difference between revisions

Newer edit →

@@ description / en / description / en @@
+Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
@@ Property / last update @@
+February 2021Timestamp +2021-02-01T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2021-02-01T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 1 February 2021 / rank @@
+Normal rank
@@ Property / software version identifier @@
+.1.1
@@ Property / software version identifier: 0.1.1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.1 / qualifier @@
+publication date: 1 February 2021Timestamp +2021-02-01T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2021-02-01T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / author @@
+Vincenzo Candila
@@ Property / author: Vincenzo Candila / rank @@
+Normal rank
@@ Property / maintained by @@
+Vincenzo Candila
@@ Property / maintained by: Vincenzo Candila / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 4.0.0
@@ Property / depends on software @@
+maxLik
@@ Property / depends on software: maxLik / rank @@
+Normal rank
@@ Property / depends on software: maxLik / qualifier @@
+software version identifier: ≥ 1.3-8
@@ Property / imports @@
+highfrequency
@@ Property / imports: highfrequency / rank @@
+Normal rank
@@ Property / imports: highfrequency / qualifier @@
+software version identifier: ≥ 0.6.5
@@ Property / imports @@
+roll
@@ Property / imports: roll / rank @@
+Normal rank
@@ Property / imports: roll / qualifier @@
+software version identifier: ≥ 1.1.4
@@ Property / imports @@
+xts
@@ Property / imports: xts / rank @@
+Normal rank
@@ Property / imports: xts / qualifier @@
+software version identifier: ≥ 0.12.0
@@ Property / imports @@
+tseries
@@ Property / imports: tseries / rank @@
+Normal rank
@@ Property / imports: tseries / qualifier @@
+software version identifier: ≥ 0.10.47
@@ Property / imports @@
+Rdpack
@@ Property / imports: Rdpack / rank @@
+Normal rank
@@ Property / imports: Rdpack / qualifier @@
+software version identifier: ≥ 1.0.0
@@ Property / imports @@
+lubridate
@@ Property / imports: lubridate / rank @@
+Normal rank
@@ Property / imports: lubridate / qualifier @@
+software version identifier: ≥ 1.7.9
@@ Property / imports @@
+zoo
@@ Property / imports: zoo / rank @@
+Normal rank
@@ Property / imports: zoo / qualifier @@
+software version identifier: ≥ 1.8.8
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / imports: stats / qualifier @@
+software version identifier: ≥ 4.0.2
@@ Property / imports @@
+utils
@@ Property / imports: utils / rank @@
+Normal rank
@@ Property / imports: utils / qualifier @@
+software version identifier: ≥ 4.0.2
@@ Property / cites work @@
+MIDAS Regressions: Further Results and New Directions
+Normal rank
@@ Property / cites work @@
+New frontiers for arch models
@@ Property / cites work: New frontiers for arch models / rank @@
+Normal rank
@@ Property / CRAN project @@
+rumidas
@@ Property / CRAN project: rumidas / rank @@
+Normal rank