JFE: Tools for Analyzing Time Series Data of Just Finance and
Econometrics
Offers procedures to support financial and economic time series modelling and enhanced procedures for computing the investment performance indices of Bacon (2004) <doi:10.1002/9781119206309>.
Version: |
2.5.6 |
Depends: |
R (≥ 3.5.0), xts |
Suggests: |
openxlsx, timeSeries, zoo |
Published: |
2024-01-15 |
Author: |
Ho Tsung-wu |
Maintainer: |
Ho Tsung-wu <tsungwu at ntnu.edu.tw> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
CRAN checks: |
JFE results |
Documentation:
Downloads:
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