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 29, 2017, 7:50 p.m.