BEKKs

Multivariate Conditional Volatility Modelling and Forecasting

CRAN Package

Methods and tools for estimating, simulating and forecasting of so-called BEKK-models (named after Baba, Engle, Kraft and Kroner) based on the fast Berndt–Hall–Hall–Hausman (BHHH) algorithm described in Hafner and Herwartz (2008) doi:10.1007/s00184-007-0130-y. For an overview, we refer the reader to Fülle et al. (2024) doi:10.18637/jss.v111.i04.


Team


Insights

Last 30 days

This package has been downloaded 480 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
0 downloadsMar 4, 2025
45 downloadsMar 5, 2025
10 downloadsMar 6, 2025
18 downloadsMar 7, 2025
16 downloadsMar 8, 2025
8 downloadsMar 9, 2025
9 downloadsMar 10, 2025
16 downloadsMar 11, 2025
18 downloadsMar 12, 2025
15 downloadsMar 13, 2025
10 downloadsMar 14, 2025
32 downloadsMar 15, 2025
9 downloadsMar 16, 2025
8 downloadsMar 17, 2025
46 downloadsMar 18, 2025
26 downloadsMar 19, 2025
16 downloadsMar 20, 2025
17 downloadsMar 21, 2025
9 downloadsMar 22, 2025
12 downloadsMar 23, 2025
13 downloadsMar 24, 2025
15 downloadsMar 25, 2025
8 downloadsMar 26, 2025
7 downloadsMar 27, 2025
35 downloadsMar 28, 2025
3 downloadsMar 29, 2025
9 downloadsMar 30, 2025
6 downloadsMar 31, 2025
24 downloadsApr 1, 2025
13 downloadsApr 2, 2025
7 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
3
46

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 6,790 times in the last 365 days. Impressive! The kind of number that makes colleagues ask, 'How did you do it?' The day with the most downloads was Jan 03, 2025 with 101 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports15 packages
  • Suggests1 package
  • Linking To2 packages