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RM2006  

RiskMetrics 2006 Methodology
View on CRAN: Click here


Download and install RM2006 package within the R console
Install from CRAN:
install.packages("RM2006")

Install from Github:
library("remotes")
install_github("cran/RM2006")

Install by package version:
library("remotes")
install_version("RM2006", "0.1.1")



Attach the package and use:
library("RM2006")
Maintained by
Carlos Trucios
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-13
Latest Update: 2020-11-08
Description:
Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) .
How to cite:
Carlos Trucios (2018). RM2006: RiskMetrics 2006 Methodology. R package version 0.1.1, https://cran.r-project.org/web/packages/RM2006. Accessed 04 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:19), 0.1.0 (2018-03-13 18:28)
Other packages that cited RM2006 R package
View RM2006 citation profile
Other R packages that RM2006 depends, imports, suggests or enhances
Complete documentation for RM2006
Functions, R codes and Examples using the RM2006 R package
Some associated functions: RM2006-package . RM2006 . 
Some associated R codes: RM2006.R .  Full RM2006 package functions and examples
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