Displaying 1 result from an estimated 1 matches for "tp3699673p3699673".
2011 Jul 27
0
Conditional Autoregressive Value at Risk (CAViaR)
...have the
Matlab code which I cannot get to work as I have never used Matlab before,
does anyone know if there is the same code available to estimate the CAViaR
models in R?
Thanks,
Shane
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