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Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.
Package details |
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Author | Bernhard Pfaff [aut, cre] |
Maintainer | Bernhard Pfaff <bernhard@pfaffikus.de> |
License | GPL (>= 2) |
Version | 0.7-5 |
Package repository | View on CRAN |
Installation |
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