vst/mgarch: Tools for simulating, estimating and diagnosing MGARCH processes
This package helps to simulate, estimate and diagnos some MGARCH models, namely BEKK, GJR and DCC specifications.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL (>= 3) |
| Version | 0.0-5 |
| URL | https://github.com/vst/mgarch/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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