Files in mgarchBEKK

Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes

MD5

NEWS.md README.md

NAMESPACE

DESCRIPTION

COPYING

R/BEKK.R R/mGJR.R

src/loglikelihood.c

src/matrixlib.c

src/matrixlib.h

src/loglikelihood.h

src/mgarchBEKK_init.c

src/loglikelihood_GJR.c

man/BEKK.Rd man/diagnoseBEKK.Rd man/mGJR.Rd man/simulateBEKK.Rd

mgarchBEKK documentation built on Dec. 6, 2022, 9:10 a.m.