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VIRF (version 0.1.1)
Computation of Volatility Impulse Response Function of Multivariate Time Series
Description
Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012)
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Version
Version
0.1.1
0.1.0
Install
install.packages('VIRF')
Monthly Downloads
11,902
Version
0.1.1
License
GPL
Maintainer
Dr. Kumar Paul
Last Published
August 29th, 2025
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VIRF
Volatility Impulse Response Function