ccgarch: Conditional Correlation GARCH models
Version 0.2.3

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

Getting started

Package details

AuthorTomoaki Nakatani <[email protected]>
Date of publication2014-03-24 08:31:26
MaintainerTomoaki Nakatani <[email protected]>
LicenseGPL (>= 2)
Version0.2.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ccgarch")

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ccgarch documentation built on May 29, 2017, 12:58 p.m.