ccgarch2: Conditional Correlation GARCH Models
Version 0.0.0-42

This package provides unctionalities for estimating Conditional Correlation GARCH models.

Package details

AuthorTomoaki Nakatani [aut, cre, cph]
Date of publication2016-07-09 08:06:17
MaintainerTomoaki Nakatani <[email protected]>
LicenseGPL (>= 2)
Version0.0.0-42
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("ccgarch2", repos="http://R-Forge.R-project.org")

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