TaoussD/EbEEMGARCH: Estimating MGARCH(1,1) model equation by equation
Various tools to estimate MGARCH models such as CCC-diagonal CCC-semi diagonal Engle's & Aielli's DCC.
Getting started
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Package details |
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| Author | D. Taouss & C. Francq |
| Maintainer | Dimitri Taouss <dimitri.taouss@ensae.fr> |
| License | What license is it under? |
| Version | 0.3.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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