User mpiktas - Quantitative Finance Stack Exchange

mpiktas

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Vilnius, Lithuania
Member since February 15 2011
165 profile views
Last seen Aug 04 '15 at 08:16

* denotes convolution, $\cdot$ denotes multiplication

I am the developer of the midasr R package:

http://mpiktas.github.io/midasr/

and you cand find me on

Google+: https://plus.google.com/112784314334842289710/
Github: https://github.com/mpiktas and https://github.com/vzemlys