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ccgarch2: Conditional Correlation GARCH Models
This package provides unctionalities for estimating Conditional Correlation GARCH models.
Getting started
Browse package contents
Package details |
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| Author | Tomoaki Nakatani [aut, cre, cph] |
| Maintainer | Tomoaki Nakatani <naktom2@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.0.0-42 |
| Package repository | View on R-Forge |
| Installation |
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