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)
Repository: https://ctruciosm.r-universe.dev
Date/Publication: 2020-11-09 11:09:02 UTC
RemoteUrl: https://github.com/ctruciosm/rm2006
RemoteRef: HEAD
RemoteSha: c9138989f77176ca4e6a516f6144e87d50f5b3d1
NeedsCompilation: no
Packaged: 2026-09-15 07:36:44 UTC; root