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rmgarch: Multivariate GARCH Models
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Getting started
Browse package contents
Package details |
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| Author | Alexios Galanos [aut, cre, cph] (ORCID: <https://orcid.org/0009-0000-9308-0457>) |
| Maintainer | Alexios Galanos <alexios@4dscape.com> |
| License | GPL-3 |
| Version | 1.4-2 |
| URL | https://github.com/alexiosg/rmgarch |
| Package repository | View on CRAN |
| Installation |
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