hoanguc3m/ccgarch: Conditional Correlation GARCH models
Functions for estimating and simulating the family of the CC-GARCH models.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Tomoaki Nakatani <naktom2@gmail.com> |
| Maintainer | Tomoaki Nakatani <naktom2@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.2.3 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
