Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
rugarch
VaRDurTest
VaRDurTest function
VaR Duration Test
Copy
rugarch package
Read PDF manual
Maintainer: Alexios Galanos
License: GPL-3
Last published: 2024-09-22
Useful links
http://www.unstarched.net
https://github.com/alexiosg/rugarch