rmgarch: Multivariate GARCH models

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

Package details

AuthorAlexios Ghalanos <alexios@4dscape.com>
MaintainerAlexios Ghalanos <alexios@4dscape.com>
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 2, 2019, 5:56 p.m.