COGARCH: Simulation and inferenc for COGARCH(1,1) processes
Version 1.3-1

Simulation and parameters estimation for COGARCH(1,1) processes with different methods

Getting started

Package details

AuthorEnrico 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>
Date of publication2014-10-29 12:26:14
MaintainerEnrico Bibbona <enrico.bibbona@unito.it>
LicenseGPL(>= 2)
Version1.3-1
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("COGARCH", repos="http://R-Forge.R-project.org")

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COGARCH documentation built on May 31, 2017, 3:40 a.m.