ConnectednessApproach (Q98110)

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Connectedness Approach
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English
ConnectednessApproach
Connectedness Approach

    Statements

    instance of
    R package
    0 references
    last update
    31 August 2022
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    software version identifier
    1.0.1
    publication date
    31 August 2022
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    author
    David Gabauer
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    imports
    frequencyConnectedness
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    rugarch
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    igraph
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    utils
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    MASS
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    riskParityPortfolio
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    methods
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    rmgarch
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    quantreg
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    progress
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    glmnet
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    xts
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    zoo
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    urca
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    moments
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    programmed in
    R
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    depends on software
    R
    0 references

    Identifiers

     
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