Various tools to estimate MGARCH models such as CCCdiagonal CCCsemi diagonal Engle's & Aielli's DCC.
Package details 


Author  D. Taouss & C. Francq 
Maintainer  Dimitri Taouss <[email protected]> 
License  What license is it under? 
Version  0.3.0 
Package repository  View on GitHub 
Installation 
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