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)
Package repositoryView on CRAN
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gogarch documentation built on May 2, 2019, 7:31 a.m.