RM2006
RiskMetrics 2006 Methodology
Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | RM2006_0.1.1.tar.gz |
11.4 KiB |
0.1.1 |
rolling linux/noble R-4.5 | RM2006_0.1.1.tar.gz |
11.3 KiB |
0.1.1 |
rolling source/ R- | RM2006_0.1.1.tar.gz |
4.5 KiB |
0.1.1 |
latest linux/jammy R-4.5 | RM2006_0.1.1.tar.gz |
11.4 KiB |
0.1.1 |
latest linux/noble R-4.5 | RM2006_0.1.1.tar.gz |
11.3 KiB |
0.1.1 |
latest source/ R- | RM2006_0.1.1.tar.gz |
4.5 KiB |
0.1.1 |
2026-04-26 source/ R- | RM2006_0.1.1.tar.gz |
4.5 KiB |
0.1.1 |
2026-04-23 source/ R- | RM2006_0.1.1.tar.gz |
4.5 KiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | RM2006_0.1.1.zip |
14.1 KiB |
0.1.1 |
2025-04-20 source/ R- | RM2006_0.1.1.tar.gz |
4.5 KiB |