ccgarch2: Conditional Correlation GARCH Models

This package provides unctionalities for estimating Conditional Correlation GARCH models.

Package details

AuthorTomoaki Nakatani [aut, cre, cph]
MaintainerTomoaki Nakatani <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("ccgarch2", repos="")

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ccgarch2 documentation built on May 31, 2017, 4:23 a.m.