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(Q124760)
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Mixed-Frequency GARCH Models
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Description
Also known as
English
mfGARCH
Mixed-Frequency GARCH Models
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instance of
R package
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last update
17 June 2021
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software version identifier
0.2.1
publication date
17 June 2021
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author
Onno Kleen
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maintained by
Onno Kleen
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copyright license
MIT license
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File License
URL
https://cran.r-project.org/web/packages/mfGARCH/LICENSE
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imports
graphics
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stats
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Rcpp
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numDeriv
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zoo
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maxLik
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cites work
Stock Market Volatility and Macroeconomic Fundamentals
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Two are better than one: Volatility forecasting using multiplicative component GARCHâMIDAS models
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CRAN project
mfGARCH
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programmed in
R
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depends on software
R
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MaRDI profile type
MaRDI software profile
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mardi
Software:124760
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