ccgarch2: Conditional Correlation GARCH Models

This package provides unctionalities for estimating Conditional Correlation GARCH models.

AuthorTomoaki Nakatani [aut, cre, cph]
Date of publication2016-07-09 08:06:17
MaintainerTomoaki Nakatani <naktom2@gmail.com>
LicenseGPL (>= 2)
Version0.0.0-42

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