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  1. An R package for using mixed-frequency GARCH models

    R 21 12

  2. An R-package for obtaining real-time data from ALFRED database

    R 9 4

81 contributions in the last year

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December 1, 2020

onnokleen has no activity yet for this period.

November 2020

Created a pull request in emilsjoerup/highfrequency that received 1 comment

New HEAVY model

I implemented a new alternative HEAVY implementation with predict/print/summary function. The main function is called HEAVYmodelNew for now until t…

+262 −691 1 comment

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