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

BEKKEstimate MGARCH-BEKK processes
diagnoseBEKKDiagnose BEKK process estimation
mGJRBivariate GJR Estimation
simulateBEKKSimulate BEKK processes
vst/mgarchBEKK documentation built on Dec. 8, 2022, 7:03 p.m.

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