gogarch: Generalized Orthogonal GARCH (GO-GARCH) models
Version 0.7-2

Implementation of the GO-GARCH model class

Getting started

Package details

AuthorBernhard Pfaff [aut, cre]
Date of publication2012-07-15 10:58:06
MaintainerBernhard Pfaff <[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("gogarch", repos="http://R-Forge.R-project.org")

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gogarch documentation built on May 31, 2017, 3:46 a.m.