gogarch (0.7-2)

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Generalized Orthogonal GARCH (GO-GARCH) models.

http://cran.r-project.org/web/packages/gogarch

Implementation of the GO-GARCH model class

Maintainer: Bernhard Pfaff
Author(s): Bernhard Pfaff [aut, cre]

License: GPL (>= 2)

Uses: fastICA, fGarch

Released almost 5 years ago.


3 previous versions

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