OA
Oliver Kojo Ayensu
1 package
On CRAN since Jun 2025 (1 year) · last active 6 months ago
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fEGarch
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Recent Activity
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
Co-authored Packages
1 package
| Package | Version |
|---|---|
| fEGarch | 1.0.6 |