RM2006 (version 0.1.1)

RM2006-package: RM2006

Description

RM2006

References

Zumbach, G. (2007) The Riskmetrics 2006 methodology. Available at SSRN: https://ssrn.com/abstract=1420185 or http://dx.doi.org/10.2139/ssrn.1420185