gogarch: Generalized Orthogonal GARCH (GO-GARCH) models

Implementation of the GO-GARCH model class

Getting started

Package details

AuthorBernhard Pfaff [aut, cre]
MaintainerBernhard Pfaff <[email protected]>
LicenseGPL (>= 2)
Version0.7-2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gogarch")

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gogarch documentation built on May 2, 2019, 7:31 a.m.