Question 1

What does the R-package 'gogarch' do?

Accepted Answer

Generalized Orthogonal GARCH (GO-GARCH) Models. Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.

Question 2

Who maintains gogarch?

Accepted Answer

Bernhard Pfaff

Question 3

Who authored gogarch?

Accepted Answer

Unknown

Question 4

What is the current version of gogarch?

Accepted Answer

The current version of the R-package '0.7-5' is 0.7-5

Question 5

When was the last release of gogarch?

Accepted Answer

The last release of the R-package '0.7-5' was 04/29/2022

Question 6

Where can I search for the R-package 'gogarch'?

Accepted Answer

You can search for the R-package 'gogarch' on CRAN/E at https://cran-e.com

gogarch

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Bernhard Pfaff

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