TG
Thomas Gries
2 packages
On CRAN since Nov 2019 (6 years) · last active 6 months ago
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Average trend: -39.2% (30d vs prior 30d)
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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
Nonparametric Estimation of the Trend and Its Derivatives in TS
Nonparametric Estimation of the Trend and Its Derivatives in TS
Nonparametric Estimation of the Trend and Its Derivatives in TS
Contributions
2 packages