Man pages for mgarchBEKK
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes

BEKKEstimate MGARCH-BEKK processes
diagnoseBEKKDiagnose BEKK process estimation
mGJRBivariate GJR Estimation
simulateBEKKSimulate BEKK processes
mgarchBEKK documentation built on May 2, 2019, 6:33 a.m.