fMultivar

R package fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions. Provides a collection of functions to manage, to investigate and to analyze bivariate and multivariate data sets of financial returns.


References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Härdle, Karl Wolfgang; Okhrin, Ostap; Okhrin, Yarema: Basic elements of computational statistics (2017)