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mcgf
ccf_rs
ccf_rs function
Calculate regime-switching cross-correlation
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mcgf package
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Maintainer: Tianxia Jia
License: MIT + file LICENSE
Last published: 2024-06-29
Useful links
https://github.com/tianxia-jia/mcgf/issues
https://github.com/tianxia-jia/mcgf
https://tianxia-jia.github.io/mcgf/