rmgarch: Multivariate GARCH Models
Version 1.3-0

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Package details

AuthorAlexios Ghalanos <[email protected]>
Date of publication2015-12-28 08:51:15
MaintainerAlexios Ghalanos <[email protected]>
URL http://www.unstarched.net https://bitbucket.org/alexiosg
Package repositoryView on CRAN
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rmgarch documentation built on May 30, 2017, 6:38 a.m.