rmgarch: Multivariate GARCH Models

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

Package details

AuthorAlexios Ghalanos <[email protected]>
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 Jan. 15, 2019, 9:03 a.m.