R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.
-
Updated
Sep 8, 2018 - R
R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.
Julia package to generate, estimate, and forecast long memory processes
R package to estimate and forecast the HAR (Heterogeneous Autoregressive) model and its extensions.
Mini-Project Given during the Assignment 1 of ML Course of IITGN ES-335
Add a description, image, and links to the har-model topic page so that developers can more easily learn about it.
To associate your repository with the har-model topic, visit your repo's landing page and select "manage topics."