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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 <alexios@4dscape.com> |
| Maintainer | Alexios Galanos <alexios@4dscape.com> |
| License | GPL-3 |
| Version | 1.3-9 |
| URL | http://www.unstarched.net https://github.com/alexiosg/rmgarch |
| Package repository | View on CRAN |
| Installation |
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