Package: RM2006
Type: Package
Title: RiskMetrics 2006 Methodology
Version: 0.1.1
Date: 2020-11-08
Author: Carlos Trucios
Maintainer: Carlos Trucios <ctrucios@gmail.com>
Description: Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2020-11-08 15:26:19 UTC; ctruciosm
Repository: CRAN
Date/Publication: 2020-11-08 15:40:02 UTC
Built: R 4.6.0; ; 2026-04-25 21:55:24 UTC; unix
