Package: RM2006
Type: Package
Title: RiskMetrics 2006 Methodology
Version: 0.1.0
Date: 2018-03-12
Author: Carlos Trucios
Maintainer: Carlos Trucios <ctrucios@gmail.com>
Description: Estimation the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2018-03-12 16:01:51 UTC; ctruciosm
Repository: CRAN
Date/Publication: 2018-03-13 17:28:19 UTC
Built: R 4.0.0; ; 2020-04-26 14:19:17 UTC; windows
