ModelPara function

Replications of the JPS (2014) outputs by the MultiATSM package

Unspanned macro risk model outputs by the MultiATSM package data

Format

list of inputs and outputs

• inputs: general model inputs
• ests: model parameters estimates (JPS form)
• llk: log-likelihood of the observations
• rot: model parameters estimates (rotation form)

data("JPSrep")