https://chjoca.r-universe.devRecent package updates in chjocaR-universehttps://github.com/chjoca.pnghttps://chjoca.r-universe.devThu, 25 Jun 2026 11:30:07 GMTchristianjorge59@gmail.com (Christian Jorge Carreiro)Estimation of different quantile models, at the moment only Conditional autoregressive value at risk (CAViaR) proposed by Engle & Manganelli (2004) <doi:10.1198/073500104000000370> with also the specification proposed in Huang et al. (2009) <doi:10.1016/j.eneco.2008.12.006> and it's multivariate extension, Multi-variate multi-quantile CAViaR (MVMQ-CAViaR) proposed by White et al. (2015) <doi:10.1016/j.jeconom.2015.02.004> are available, however, in further updates, other models and extensions will be included.https://github.com/r-universe/chjoca/actions/runs/28226527434Thu, 25 Jun 2026 11:30:07 GMTQuantileModels1.0.0successhttps://chjoca.r-universe.devhttps://github.com/cran/QuantileModelsIntroduction.RmdIntroduction.htmlIntroduction to QuantileModels package2026-06-25 11:30:072026-06-25 11:30:07