rmgarch
Multivariate GARCH Models
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
- Version1.3-9
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- rmgarch citation info
- Last release02/05/2022
Documentation
Team
Alexios Galanos
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Dependencies
- Depends1 package
- Imports12 packages
- Linking To2 packages
- Reverse Imports2 packages