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geovol  

Geopolitical Volatility (GEOVOL) Modelling
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("geovol", "1.0")



Attach the package and use:
library("geovol")
Maintained by
Susana Campos-Martins
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-07-09
Latest Update: 2021-07-09
Description:
Simulation, estimation and inference for the geopolitical volatility (GEOVOL) model of Engle and Campos-Martins (2020) , where GEOVOL is modelled as a latent multiplicative volatility factor with heterogeneous factor loadings. Estimation is carried out as a maximization-maximization procedure, where GEOVOL and the GEOVOL loadings are estimated iteratively until convergence.
How to cite:
Susana Campos-Martins (2021). geovol: Geopolitical Volatility (GEOVOL) Modelling. R package version 1.0, https://cran.r-project.org/web/packages/geovol
Previous versions and publish date:
No previous versions
Other packages that cited geovol R package
View geovol citation profile
Other R packages that geovol depends, imports, suggests or enhances
Functions, R codes and Examples using the geovol R package
Some associated functions: coef.geovol . geovol-package . geovol . geovolObj . geovolSim . geovolTest . 
Some associated R codes: coef.geovol.R . fitted.geovol.R . geovol.R . geovolObj.R . geovolSim.R . geovolTest.R . logLik.geovol.R . nobs.geovol.R . print.geovol.R . residuals.geovol.R .  Full geovol package functions and examples
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