ccgarch: Conditional Correlation GARCH models

Functions for estimating and simulating the family of the CC-GARCH models.

Getting started

Package details

AuthorTomoaki Nakatani <>
MaintainerTomoaki Nakatani <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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ccgarch documentation built on May 29, 2017, 12:58 p.m.