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Harald Schmidbauer
2 packages
On CRAN since Dec 2014 (11 years) · last active 1 year ago
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WaveletComp
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Recent Activity
Computational Wavelet Analysis
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
Computational Wavelet Analysis
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
Computational Wavelet Analysis
Co-authored Packages
2 packages
| Package | Version |
|---|---|
| WaveletComp | 1.2 |
| mgarchBEKK | 0.0.5 |