vst/mgarchBEKK
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes

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vst/mgarchBEKK: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
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Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes

Global functions
BEKK Man page Source code
diagnoseBEKK Man page Source code
mGJR Man page Source code
simulateBEKK Man page Source code
vst/mgarchBEKK documentation built on Dec. 8, 2022, 7:03 p.m.

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