dccmidas (Q128865)

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DCC Models with GARCH-MIDAS Specifications in the Univariate Step
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dccmidas
DCC Models with GARCH-MIDAS Specifications in the Univariate Step

    Statements

    instance of
    R package
    0 references
    last update
    15 March 2021
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    software version identifier
    0.1.0
    publication date
    15 March 2021
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    imports
    rumidas
    software version identifier
    ≥ 0.1.1
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    rugarch
    software version identifier
    ≥ 1.4-4
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    stats
    software version identifier
    ≥ 4.0.2
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    utils
    software version identifier
    ≥ 4.0.2
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    Rcpp
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    maxLik
    0 references
    roll
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    xts
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    tseries
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    Rdpack
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    lubridate
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    zoo
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    CRAN project
    dccmidas
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    programmed in
    R
    0 references
    depends on software
    R
    0 references
     
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