mcremene/changedRmgarch2: Multivariate GARCH Models
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH. See Boudt, Galanos, Payseur and Zivot (2019) for a review of multivariate GARCH models <doi:10.1016/bs.host.2019.01.001>.
Getting started
Browse package contents
Package details |
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| Author | Alexios Ghalanos <alexios@4dscape.com> |
| Maintainer | Alexios Ghalanos <alexios@4dscape.com> |
| License | GPL-3 |
| Version | 1.3-7 |
| URL | http://www.unstarched.net https://bitbucket.org/alexiosg |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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