rmgarch: Multivariate GARCH models
Version 1.2-8

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Package details

AuthorAlexios Ghalanos <[email protected]>
Date of publication2014-03-15 06:55:20
MaintainerAlexios Ghalanos <[email protected]>
LicenseGPL-3
Version1.2-8
URL http://www.unstarched.net https://r-forge.r-project.org/projects/teatime/
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("rmgarch", repos="http://R-Forge.R-project.org")

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rmgarch documentation built on May 31, 2017, 4:21 a.m.