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When using rumidas in publications, please cite:
To cite the rumidas package, please use:
Candila V (2024). rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS models.. R package version 0.1.2.
Corresponding BibTeX entry:
@Manual{, title = {rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS models.}, author = {Vincenzo Candila}, year = {2024}, note = {R package version 0.1.2.}, }
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.