Nothing
COGARCH: Simulation and inferenc for COGARCH(1,1) processes
Simulation and parameters estimation for COGARCH(1,1) processes with different methods
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Enrico Bibbona <enrico.bibbona@unito.it> and Ilia Negri <ilia.negri@unibg.it> and Alberto Arcagni <alberto.arcagni@unimib.it> and Lorenzo Mercuri <lorenzo.mercuri@unimi.it> |
| Maintainer | Enrico Bibbona <enrico.bibbona@unito.it> |
| License | GPL(>= 2) |
| Version | 1.3-1 |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the COGARCH package in your browser
Any scripts or data that you put into this service are public.
